Malik quit the group this week, saying he wanted "to be a normal 22-year-old." He had earlier pulled out of One Direction's world tour, citing stress.
He told Friday's edition of Britain's Sun newspaper that "I did try to do something that I wasn't happy doing for a while" to keep fans happy.
"I only ever tried to do it for the fans, and it was only ever for them," he said.
He said he felt upset that "I may have let them down in some sort of way."
"It's not that I've turned my back on them or anything, it's just that I can't do that anymore because it's not real to me," he said.
And he said his bandmates had been "really supportive" of his decision.
One Direction formed in 2010 after five teenagers - Harry Styles, Liam Payne, Niall Horan, Louis Tomlinson and Malik - auditioned individually for the British TV talent show "The X Factor." Simon Cowell had the idea of putting them together as a boy band.
They didn't win the competition, but they went on to top charts and win young hearts around the world.
The four remaining members say they will carry on as One Direction.
"They still want to do it for a while," Malik said. "I think they're going to be cool."