"I'm pissed," Maksim, 37, told Entertainment Tonight after last night's Season 24 broadcast.
Heather and Maksim were eliminated from Dancing with the Stars based on the judges' scores and home viewer votes from last week's Disney-themed show.
However, the couple's departure Monday night unfortunately followed their rumba for "Boy Bands and Girl Groups Night" that received the first perfect score of the season from the judges.
"I mean we've had a few [surprising upsets] in 24 seasons of the show, [but] I just never thought that one of my [partners] was going to be a part of that shock," Maksim explained.
"[Brandy Norwood] and I didn't make the final when I thought she was one of the best dancers that season, but [that] wasn't as shocking as this. This is crazy."
A truly baffled Maksim said considering Heather's dancing talent, her Week 6 ouster was "so wrong." After all, Heather impersonated Britney Spears on Glee and previously served as a professional backup dancer for Beyonce.
It was also bad timing for Maksim, who finally returned to the Dancing with the Stars competition last night following a four-week hiatus due to a calf injury he had suffered during a Week 2 rehearsal.
"I feel like, [as] with any show that you watch on TV, it's like, you don't really know what's coming next," Heather, 30, shared with ET.
"I was kind of preparing for anything that could happen or could come my way. So it was kind of something where I was like, 'Okay, if this is going to happen, let's just be positive and go out the right way.'"
Regardless of the results, however, Heather said she had an amazing time onDancing with the Stars. She just wished everyone could watch Maksim dance a little more.
"Everybody is so fantastic here and just so welcoming. It was nice to [know] that [although] I'm going to say goodbye, I'm also going to see these people again," Heather noted.
"[But] it's not the last time Heather and I will be doing stuff together and, you know, I'm looking forward to when that happens," Maksim insisted.
In a separate interview with People, Maksim explained his theory on why votes weren't cast in Heather's favor last week. (On "Disney Night," Heather and her temporary pro partner Alan Bersten tied for fourth place on the judges' leaderboard).
Maksim believes fans thought to themselves "they're fine, she's amazing, they'll be there next week. Let me throw a few votes here and there just because [that other couple is] struggling."
Maksim said Heather's exit was similar to the way Sabrina Bryan went home on both Dancing with the Stars' fifth and 15th seasons, as well as Brandy's elimination right before the finale on Season 11 of the ABC reality dancing competition.
"Those were certainly not deserving exits," Maksim told People.