The 21-year-old revealed that the duo had not even completed their debut album when they were tipped for success.
"It was a bit like... well I've only released one single. And then there's just this massive pressure 'Well where's your record?'" she told BBC 6 Music.
Jackson also claimed that she was flattered to be included in the list alongside Florence And The Machine, White Lies, Empire Of The Sun and winner Little Boots.
"It was flattering. But I don't think any of us had finished our records yet. We would have all been annoyed if we weren't in it," she said. "I think we just all felt like we were all in the same confusing boat together."
She added that she was excited to see the BBC Sound of 2010 longlist, which was published earlier this week.
"I can't wait to see who else is going to be really early overhyped and then consequently be freaked out for the next three months while they try and finish their album," she said. "I can't wait to see who they're going to do that to this year!"
La Roux's self-titled debut album reached number two in June and spawned the singles 'Quicksand', 'In For The Kill', 'I'm Not Your Toy' and chart-topper 'Bulletproof'.
> La Roux praise public thirst for new music