The boyband will release their third set Midnight Memories on November 25, but the full album appeared online yesterday (November 18) a week early.
"It is annoying because there's this big build-up and it affects sales," Liam Payne told Digital Spy at a signing for their new book Where We Are.
"We really want a number one, so we're just kind of hoping for the best now. Hopefully people go out and buy it."
Louis Tomlinson continued: "It's just frustrating when you work so hard on an album and you kind of want everyone to hear it at the same time.
"Some select fans won't listen to it until it's out, which is great. But there are others who obviously can't help themselves."
Harry Styles added: "It's just nice to have an impact. If there was an album I liked and I could listen to it a week before, I probably would.
"It's just nice to have that moment where it builds up to, 'Now it's out and everyone can listen to it'."
Payne concluded: "It happens these days all the time. There are some very clever people out there. You're buggers!"
One Direction's new album Midnight Memories features their hit singles 'Best Song Ever' and 'Story Of My Life', as well as promo cut 'Diana', which was officially released yesterday.
Watch the music video for One Direction's 'Story Of My Life' below: