The 'Price Tag' singer, who is jetting off to the States to launch the US edition of her second studio album Alive, made the announcement to fans on Twitter last night, explaining that she will instead focus on recording new music.
Jessie, who teamed up with Robin for a track entitled 'Calling All Hearts' last year, was scheduled to join him on the road for the North American leg of his tour in February.
She said: "Out of respect to my USA fans I want to be honest. I will not be supporting Robin Thicke on his USA tour. My team and I have decided it's best I prioritise recording/studio and promo to finish the album for my US fans and having the opp for a single to be released for you sooner than later.
"Timing isn't always perfect but I want to make it work! And hopefully have my own shows in the USA someday! I hope you understand. I'm sorry to all the fans who were coming. I will make it up by making sure you have more of me and my music this year."
Jessie, who has been nominated for Best British Female at this year's Brit Awards, continued: "So I am going into the studio to write and finish the US version of Alive and hopefully do some small shows and prove to my fans how much I want to be there!"
She added: "Not everything is in my control! But I am making it my goal that my album is released in the USA this year!"
The 25-year-old, who found out about her Brit Awards nomination last night, said: "I am SO HAPPY!!! Literally in the best mood I have been in this year. Wowowowow! Nominated for best British female! #Brits2014 thank you thank you!"
Jessie celebrated a successful music career in 2013 with the UK release of Alive and a UK arena tour, in which she was left "overwhelmed" after selling out London's O2 Arena and admitted that it was one more thing ticked off her wish list.
Last year, Jessie announced plans to quit the UK for the US, in a bid to crack America. And today, the popstar revealed her dream to sell out arenas in the States. She told a fan on Twitter: "It's on my wish list and I'm going to try my best!"
Watch Jessie's music video for 'It's My Party' below: