"Wow, it's a weird thing watching yourself fall in love on TV. These past few months have been really difficult," Caelynn captioned a photo of herself on Instagram Monday night in which she's sitting on the floor and smelling a red rose.
"I put my whole heart on the line and I fell in love with an incredible man in the strangest way."
Colton eliminated Caelynn from the running for his heart when narrowing down his search for love from four women to only three -- the three women who will expect to receive an overnight Fantasy Suite date in the next romantic destination.
Colton sent the 23-year-old beauty queen from North Carolina packing during a Rose Ceremony held in Los Angeles, CA, after he traveled to Fredericksburg, VA, to meet her family, and Caelynn admitted she was "blindsided" by the rejection.
"Colton, thank you. You constantly pushed me and challenged me, and I walked away from all of this a better person," Caelynn continued in her Instagram post.
"Mom, John, and the entire fam, thanks for going through this wild journey with me. I love you all, and am so thankful you could be there during this."
Caelynn concluded in her post, "No matter what happened, this was the best experience of my life and I came out stronger. Thank you all for letting me share my life with you. I appreciate the love and support."
"I am shocked. I feel completely blindsided. I 100 percent believed I was getting engaged at the end of this, but Colton fooled me," Caelynn said in her final words during Monday night's episode.
"For the first time I let myself go there and think it was going to happen and see our future, and then as soon as I let myself do that, he said he wasn't feeling the same. I knew it was too good to be true."
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"I just have sh-t luck when it comes to love," she added. "As soon as I allow myself to feel that way, I get... dumped. I hope there's someone out there for me. I really thought it was going to be us, so I don't know what is next. My heart feels broken."
Caelynn also told Colton she felt like "an idiot" for thinking they were both on the same page and could see themselves getting engaged at the end of their journey on The Bachelor.
But this may not be the last viewers have seen of Caelynn with a new season of Bachelor in Paradise coming up with summer. She may also be considered to star on The Bachelorette's upcoming fifteenth season.