The Danity Kane singer took to Instagram Monday amid the news of Diddy's booking in the Big Apple, where she shared a message about the "purpose of justice."

She wrote ... "The purpose of justice is to provide an ending and allow us the space to create a new chapter. Women never get this. I feel validated. Today is a win for women all over the world, not just for me."

O'Day appeared to be feeling optimistic in the aftermath of the music mogul's arrest, adding ... "Things are finally changing."

Diddy has been charged with 3 counts -- racketeering conspiracy, sex trafficking by force, fraud or coercion, and transportation to engage in prostitution.

O'Day tells TMZ, "I never thought I would see this day. We all buried this inside of us in order to be able to keep going. And not just me, but victims you don't even know yet. We are all processing what that type of vindication can actually feel like now. Every conversation I've had with victims last night has been beyond moving on all levels."

The singer has a long history with Diddy, working with the Bad Boy Records founder on the MTV reality show "Making the Band 3," where Danity Kane was first formed. O'Day was part of the group between 2006 and 2008 ... that is, until she was ultimately fired from the group.

She also spoke out after 2016 video footage of Diddy assaulting former girlfriend Cassie in a hotel hallway surfaced in May. She wrote on X at the time ... "Diddy did not apologize to Cassie. He apologized to the world for seeing what he did."

As TMZ previously reported ... Diddy was taken into federal custody in a midtown hotel late Monday following a grand jury indictment. The arrest came 6 months after Diddy's homes in Los Angeles and Miami were raided during a criminal investigation into alleged sex trafficking.

TMZ obtained footage of Diddy about half an hour before officials swooped in on him ... seemingly having a blast with his fans.

Marc Agnifilo, Diddy's lawyer, responded to the arrest ... telling TMZ this was an "unjust prosecution" against the rapper.

He continued ... "He is an imperfect person but is not criminal. To his credit Mr. Combs has been nothing but cooperative with this investigation and he voluntarily relocated to New York last week in anticipation of these charges. Please reserve your judgment until you have all the facts. These are the acts of an innocent man with nothing to hide, and he looks forward to clearing his name in court."