The singer was one of the standout outfits at Maya Jama's Halloween party on Tuesday night.
“It was a complex and painful thing to come to terms with,” Leigh-Anne Pinnock has said in her new memoir.
"I really felt like a lot of the time I was overlooked and undervalued," the Don't Say Love singer shared.
Perrie Edwards and Jade Thirlwall have both rallied behind their friend and former bandmate.
Jesy said she thought it was "f***ing bulls**t" that the media had focussed more on her comments about Little Mix than the themes of domestic violence in her new single.
While Jesy's departure from the pop group was initially said to be amicable, that's not exactly how things turned out.
The band were moved to tears after spotting a proposal in the crowd while performing Secret Love Song.
After 11 years together, the band will be "parting ways" later this month.
The comment sparked a big reaction from RuPaul and Michelle Visage – not to mention Little Mix fans.
Perrie Edwards, Leigh-Anne Pinnock and Jade Thirlwall are temporarily going their separate ways, a year after Jesy Nelson left the band.