The 28-year-old singer - who has previously spoken of how intense online bullying over her looks made her suicidal - resonated with Amy Schumer's 2018 movie 'I Feel Pretty', which tells the tale of an insecure woman whose attitude to her looks changes after she hits her head, because she had never felt "pretty".
She told MailOnline: "We were away on tour and I was sitting in a hotel room watching 'I Feel Pretty' with Amy Schumer.
"There's a part in the film where someone gets chatted up, and Amy's character goes up to her and says, 'What does that feel like?'
"The woman responds, 'It feels the same as when you do, but Amy replies, 'I don't get chatted up.'
"Amy later says, 'I wonder how it feels to wake up and feel pretty everyday?' "'I know it sounds really pathetic but that line really resonated with me. A few years ago, that's exactly how I felt with the girls.
"I used to stare at them when we were getting ready and think, 'Oh my God, I just want to be like you.' "
The moment inspired Jesy - who is joined in the band by Perrie Edwards, Jade Thirlwall and Leigh-Anne Pinnock - to make her documentary 'Odd One Out'.
She added: "There must be so many girls that feel like that.
"I've gone through this massive journey and come out the other side but no one knew about that s**t time.
"So I rung up my friend Adam [Goodall, the film's director], who didn't even know the extent of how I felt about myself, and just told him.
"He came over my house the next day and started filming!"
The 'Break Up Song' singer found shooting the documentary "draining and depressing" but ultimately "theraputic".
She said: "It's weird, me and my mum have only watched it once - when it came out - and once more recently. It felt like I did it ages ago, it was the weirdest form of therapy."
