Saying that she "just wanted to die," Nelson explained that after Little Mix won the show, she was subjected to incessant trolling, which started mere hours after their big win.
"I had about 101 Facebook messages in my inbox, and the first one that came up was from some random man, saying: 'You are the ugliest thing I've seen in my life, you do not deserve to be in this girl band. You deserve to die,'" Nelson recalls, before talking about how she never had any body image issues before her time on the X Factor.
"It became the worst time of my life," Nelson continued. "I wasn't just known as one of the singers in Little Mix, I was known as 'the fat, ugly one.'"
And this negativity led her lose "quite a bit of weight" before going back on the show to perform the group's new single. However, she also says that all she cared about in regards to the performance was "people seeing me and saying 'Oh, she looks good.' I starved myself for a week."
Unfortunately though, the cyberbullying continued and led to Nelson's mental health taking a nosedive, even during a time when she should have been enjoying Little Mix's success.
Not only that, but things continued to get worse and by the time Little Mix was set to appear at the 2013 X Factor performance, Nelson was at an extreme low point.
"I was sat in bed crying, thinking, 'This is never going to go, I'm going to feel sad for the rest of my life, so what is the point in being here?'" she said. "The only way I can describe the pain is like constantly being heartbroken. I remember going to the kitchen and I just took as many tablets as I could. Then my ex, who was with me at the time, he woke up and was like, 'why are you crying?' I kept saying, 'I just want to die'.
Thankfully, she survived and though the cyberbullies haven't stopped, she says she's feeling much stronger.
"Back then I just thought everyone hated me, but no, actually, they're doing it because they feel bad about themselves. So now when I look at trolls being nasty, I feel a bit sorry for them," Nelson continued, before mentioning she doesn't use Twitter anymore.
"I'm a completely different person now, I'm a lot happier and mentally stronger," she added. "I really wanted to make this [documentary] because, as much as it was a horrible experience for me, I want to make something good come out of it. I've got this huge platform – why would I not use that to raise awareness of how social media is affecting people?"
Jesy Nelson: "Odd One Out" is available to stream via BBC iPlayer beginning September 12.