The singer and actor has taken over from Daniel Radcliffe in How to Succeed in Business Without Really Trying on Broadway, taking on the lead role of J. Pierrepont Finch.
In an interview with The Huffington Post, Jonas revealed that he is not often hassled by paparazzi in New York and can live a somewhat normal life when not on stage.
"It's been a great season of sort of really finding some independence and doing my own thing. I can walk the street here in New York; I wear a hat, a scarf and a big jacket and I'm usually fine," he explained.
"There are moments when it becomes more interesting than others, and I should probably have somebody with me just to help. The fans who do approach me are so supportive and excited for me to be in this show."
The Jonas Brothers singer went on to reveal that he has enjoyed taking time out to work on solo endeavours, saying: "I'd say that it's been a really interesting journey, the past five or six years, coming now to this place where we can take on different projects, things that we're passionate about, and focus on those things.
"Then one day we'll come back together as a group and continue to record, that will be great. But it has been nice to sort of step back and do some different things."
> Nick Jonas: 'Broadway has a special place in my heart'
> Nick Jonas: 'We'll take our time on Jonas Brothers reunion'