The 28-year-old singer admitted the girl band "definitely want to work with her", so much so they have set up a WhatsApp group with the '2002' hitmaker called 'Fifth Member'.
Jesy said: "Anne-Marie we absolutely love, she’s our girl. We definitely want to work with her.
"If it happens, which fingers crossed it will, I think it will be one of our best collaborations."
The girl band would also love to recreate 2001 hit 'Lady Marmalade', which starred Christina Aguilera, Mýa, Lil' Kim, Pink, and featured on movie 'Moulin Rouge!'.
During an Instagram Q&A, Jesy added: "We’ve always wanted to do a female empowerment song but with lots of other girl artists.
"So I personally would love to create a 'Lady Marmalade' with new people."
In February, Anne-Marie admitted she would love to collaborate with Little Mix.
She said: "I love them, they're great."
And in August last year, the star admitted she would "of course" be keen to team up with the girl band, but wasn't sure if anything was going to happen.
The 'Alarm' hitmaker recently admitted she worked with Ed Sheeran on her new album, the follow-up to 2018's 'Speak Your Mind'.
She said: "We just had to.
"I don't know how many we've written. But there's going to be more.
"He's great. I feel like he's the only person I ask for advice outside of the professionals in the industry.
"He would always have my best interests and tell me the truth, which is what I need."
