The Price Tag singer was speaking candidly at an intimate gig in New York City, and standing on stage before her fans, Jessie gave a heartfelt introduction to one of her latest tracks that she was performing live for the first time.
''Please forgive me if I get this wrong," said Jessie. "I've never sung it before. It's called You Don't Really Know Me and it's really honest about how I felt in the last year.
"Fame makes you feel like you have to be happy all the time and people want you to be perfect all the time. And sometimes you don't want to take a photo with someone, sometimes you don't want to have a conversation with someone and that's not about being mean, that's about being human.
''And that's the biggest thing that I struggle with — that sometimes people need something from me that I don't have to give and I pretend sometimes that I am okay when I'm not. It makes me feel like I'm going mad and so I wrote this song called You Don't Really Know Me.''
Scroll down to watch her performance.
Dressed in black leather trousers and a sleeveless, skin-tight top, Jessie showed off her toned figure as she launched into an emotional performance. The 25-year-old, who had just finished writing the track last week, sang to the cheers of her fans who were clearly enthused to be part of her intimate gig.
Clearly inspired by her small gathering at the Rockwood Music Hall, Jessie took to Twitter and Instagram to share a host of clips of her performing from the night.
"I am about to go in with videos lol! One of my fav shows I've ever done! Ever! The audience's appreciation for my lyrics and voice was unreal!" she wrote alongside one clip.
"Made me feel so loved and hungry to give a super memorable performance! Made me work hard! NYC I really have a crush on you! Thank you @rockwoodnyc#bigwhiteroom."
The former judge on The Voice UK has clearly been lapping up her time stateside and has been keeping fans updated on her movements.
"I can't explain how good this chicken is," Jessie captioned a photo of her mouth-watering meal. "I have had it like three times this week! From Georgia's East side BBQ in NYC! So goooooood!"
Spotted walking out and about on Tuesday, the Price Tag singer wrapped up in a statement white Stella McCartney sheepskin coat and accessorised with Jimmy Choo boots, a Yves Saint Laurent bag and Thierry Lasry sunglasses.