And neither is Simon Cowell.
The One Direction founder stopped by "The Late Late Show With James Corden" and revealed that when Zayn called him up with he news he wanted to "jump off a cliff." Join the club, Simon.
"I kinda knew this was coming if i'm being honest with you," Cowell revealed. "We had a few conversations and he wasn't happy and I was trying to say, look I think you should stay around a bit longer -- and then something in him said, 'no, I've had enough.' And then once the decision was made, I dealt with it then, obviously made sure the guys were OK because they were shocked as well."
Simon said that he tried to persuade him to stay, but didn't want to push him too much since he was a "bit stressed" and wanted to "respect his decision."
As for the rest of the guys -- Harry, Liam, Louis and Niall -- he couldn't be more proud with how they handled their On The Road Tour dates in the days after the shocking news.
"For the boys it was interesting because they were in the middle of these live shows and then I watched the show back... And I got to hand it to them, they were incredible," Cowell said. "Just to work everything out so quickly, they were amazing."
And something else that is going to be amazing is their new music. The foursome began writing their fifth album this week and Simon has a feeling it's going to be "the best."
"I have a feeling they are going to deliver the best record they've ever made," he said. "I've heard the early stuff now, so I'm feeling good."