Thirlwall also addressed what Little Mix's future plans are, assuring listeners "Little Mix will literally never die".
Little Mix discussed the perils of fame in their first interview since it was announced Jesy Nelson would be taking time off.
Perrie's fellow Little Mix star Leigh-Anne Pinnock said "people don't see how hard it is, the things that go on behind the scenes".
The decision leaves band mates Jade, Perrie Edwards and Leigh-Anne Pinnock to continue promoting their sixth studio album Confetti as a trilogy.
Little Mix star Perrie Edwards has said she and her bandmates did not expect being in the group to "be this hard".
They have been quietly meeting with new managers, agents, and industry bosses.
The photo was actually quite an emotional one for fans of the group, who expressed how much they miss Jesy but also sent her lots of well wishes and love.
The comments come after it was recently announced Jesy would be taking an extended break for "private medical reasons".
Nelson initially sparked concern among fans earlier this month after it was revealed she would not be attending the final of their BBC One show The Search.
Despite Jesy's absence, Perrie Edwards, Jade Thirlwall and Leigh-Anne Pinnock continued to perform and host the show.
"The girls have been open and friendly with each other and with the current management team".
"We've got each other, that's the beauty of being in a band", said Thirlwall.
A source close to the band told The Sun that they are already planning their solo career.
"Some girls might end up taking over one-on-one projects with their current management team as well".
"They're talking about trying to emulate Take That, where each member has been able to distract themselves at times and work on their own projects but meet at other times to tour and work as a group again. But this isn't about ending the group, it's about looking to the future".