The Manchester United midfielder - who made just nine starts in the top flight - admitted the recent season have been tough "for so many reasons".
In a lengthy Instagram post, he wrote: "This season has been difficult for so many reasons. I lost who I was as a player and person, but I never wanted to give up, I knew who I really was on and off the pitch and knew that having been there before I could get there again.
"This meant working harder than I'd ever done before and trusting in those around me that they knew how to best help me achieve that.
"I know the fans have been frustrated but in all this time my love for this club and everyone connected to it has never left me.
"This team, this club is my family and I will continue to keep working harder than ever to help this team achieve its goals."
The 27-year-old England star scored the second goal in United's 2-0 win over Leicester City to help the club secure Champions League qualification.
In December year, he opened up on taking greater responsibility for his younger siblings after his mum fell ill earlier in the campaign.
This resulted in a drop off in form, and he was on his "last chance" with boss Ole Gunnar Solskjaer following a social media incident last summer.
Jesse previously said: "He has just told me that everything will be OK. Maybe I just needed someone to say that.
"He said he just wanted the old Jesse back and maybe I can give him that now.
"Sometimes when your worries are so deep you can't function properly. Now it's about getting back to my best and I feel I can do that."