The 'I Can Do That' star believes the 22-year-old singer would have struggled to leave the band but says he can relate to the ''scrutiny'' he was under.
He told HollywoodLife.com: ''You know I think it is more for the audience than the actual band. We are all human and we are going through so many twists and turns.
''Look, I went through it myself and Nick [Jonas], my brother, tweeted the other day that sometimes you have to go through some tough decisions to find true happiness and I stick behind him on that...
''You know it is not easy. They are under so much scrutiny in their spotlight. And to live a normal free life is difficult, sometimes you want to be a kid and you want to grow up. To find normalcy in the craziness is the most important.''
Meanwhile, Joe's brother Nick recently admitted he understood why the ''pressure'' of fame made Zayn quit the chart-topping band.
He said: ''It's a lot of pressure. I think that my situation was really unique, I had family with me.
''I feel like it is a tough world already, and I was thankful to have family and walk through it with them, but it's all about how you balance it, and trying to implement a few moments of normalcy and quietness in a really crazy ride.''