Five's former member J Brown probably regrets not reuniting with the group, the band has said.
The 36-year-old - whose real name is Jason Paul - had initially planned to join his ex-bandmates Sean Conlon, Abz Love, Ritchie Neville and Scott Robinson to reform for ITV2's The Big Reunion, but later changed his mind, claiming he no longer wanted to be in the music industry.
"I would be gutted. He wasn't willing to take the risk. We were - we've got bigger nuts," said Ritchie.
The four-piece held auditions to find a new member to replace J, and were also considering changing their name, as seen on the show, but decided against it.
Sean said: "I don't regret it one bit. We had a lot of outside pressure about a new member and we just didn't want it. It was just a strong feeling that Five means the world to me. That's how it came across on the show and I'm proud of it."
The band also deny that there is any rivalry between them and Blue, who decided to join The Big Reunion.
"There's no rivalry there. They're going to add an element to the show. We're not threatened by Blue - even though a lot of people think we are," said Scott, as Ritchie added: "But we don't think we'll go on stage after them either."
Five have become a surprise hit since they reformed, and following a sold-out show at London's Hammersmith Apollo, are now set to embark on an arena tour around the UK.
With regards to their future, Sean admitted: "We didn't know if the show was going to be a hit or a flop and it's worked out well. Let's see what happens after that. We don't know."