In the new issue of Gay Times, the pop singer suggested that it took some time for the news to sink in because they were in the middle of promoting their latest album, along with their BBC One show The Search.
“I think for anyone, when such a big change happens in your life, and you've been so used to a certain situation for so long, it's really hard,” she said.
“Getting through that and moving forward. I think for us as well, we were still promoting the album at the time and doing TV shows.
“We were just cracking on as it were, and I think we were in a bit of shock for a long time because we just had to keep going.”
Thirlwall, 28, said it wasn’t until the group had some time off at Christmas that it “suddenly dawned” on them what had taken place.
“It was hard,” she said. “It would have been for anyone and we've got each other, we have group therapy, we have our own therapists, and you do what you can.”
She added: “We're really stronger than ever. I would say that this year with the girls having their kids, it just puts everything into perspective of what's important in life.”
In another recent interview with Capital Breakfast, Thirlwall dismissed rumours that a Little Mix split is imminent.
Enjoy unlimited access to 70 million ad-free songs and podcasts with Amazon Music Sign up now for a 30-day free trialSign up
“We never want that to be over, never ever ever,” she said.
“I think no matter what Little Mix do, whether we venture out individually, whatever we do, Little Mix is forever”.
Little Mix released an album of greatest hits, Between Us, last week.
If you are struggling with mental health issues, you can speak to someone for free over the phone, in confidence, on 116 123 (UK and ROI), email email@example.com, or visit the Samaritans website to find details of your nearest branch.
Register for free to continue reading
Registration is a free and easy way to support our truly independent journalism
By registering, you will also enjoy limited access to Premium articles, exclusive newsletters, commenting, and virtual events with our leading journalists
Already have an account? sign in
Join our new commenting forum
Join thought-provoking conversations, follow other Independent readers and see their replies