The singer, who was the runner-up on the last series of I'm A Celebrity...Get Me Out Of Here!, told BBC Newsbeat that his "real passion" is acting.
The Brit added that he has been auditioning for TV and film roles recently.
Shelley said: "I did X Factor because it's what I felt was right at the time. Acting has always been the thing that I have been into since I was a young though. "We're just waiting to hear back. It's been a good experience."
He added: "I am staying in the band but just taking a bit of a left turn. I'm going back to what my real passion is."
Shelley recently starred in the BBC Three improvised comedy murder mystery show Successville.
