The 27-year-old singer admitted he knows exactly what Perrie Edwards, Jade Thirlwall and Leigh-Anne Pinnock are going through, as it was the same for him and his One Direction bandmates when Zayn Malik quit the 'What Makes You Beautiful' group in 2015.
Jesy cited the impact of public scrutiny on her mental health as the main reason for her decision to leave the 'Confetti' band after nine years.
And Liam - who is joined by Louis Tomlinson, Niall Horan and Harry Styles in 1D - has claimed Zayn left "for pretty much the same reasons" as Jesy.
Speaking to his fans on Instagram Live, he said: "Someone Zayn'd out. No, let's be serious about this. It's always sad at this moment in time when bands get into that sort of thing.
"Having been there myself, I feel like Zayn had left for pretty much the same reasons in a weird way.
"But I wish Jesy all the best. I wish the girls all the best with carrying on as a three. It's a tough time and I do feel for them, because everyone is watching in that little fish bowl at the moment. No one really understands what is going on and how it feels for some people ... I'm sending a lot of love to Little Mix."
The 29-year-old star announced her exit in a statement issued to social media on Tuesday (15.12.20), which partially read: “The truth is recently being in the band has really taken a toll on my mental health. I find the constant pressure of being in a girl group and living up to expectations very hard.
“There comes a time in life when we need to reinvest in taking care of ourselves rather than focussing on making other people happy, and I feel like now is the time to begin that process.
“So after much consideration and with a heavy heart, I’m announcing I’m leaving Little Mix.”
An insider has claimed the remaining members of Little Mix will continue as a trio and the girls are reportedly planning their seventh studio album.
The source told The Sun newspaper’s Bizarre column: “Speculation is rife that Jesy’s departure will spell the end for Little Mix but if they were going to split up, they would have said that this week.
“The tour could have just been cancelled if Perrie, Leigh-Anne and Jade didn’t want to carry on, but they adore Little Mix and all decided they don’t want this to be the end.
“There is a new single featuring the three of them ready to go early next year, as well as other tracks, and there could even be a seventh album before 2021 is over.”