The couple were voted off the program after Phillips forgot part of her routine and froze during Monday night's live show.
"I'm disappointed. I'm sad, but I have to take responsibility. I messed up. I have an amazing partner. I love you, Tony. You're amazing," Phillips said, upon learning her fate.
"Tony's amazing. He has been there for me 100 percent the entire way and I'm very grateful to have been on the show and had the opportunity. Thank you everyone who voted for me."
Still in the running for the coveted mirror ball trophy are gay-rights activist Chaz Bono and professional dancer Lacey Schwimmer; actor David Arquette and Kym Johnson; TV host Nancy Grace and Tristan MacManus; reality TV personality Robert Kardashian and Cheryl Burke; TV personality Carson Kressley and Anna Trebunskaya; actress and talk-show host Ricki Lake and Derek Hough; Iraq war veteran and actor J.R. Martinez and Karina Smirnoff; and World Cup champ Hope Solo and Maksim Chmerkovskiy.