The couple were given the boot because they had the lowest number of viewer votes.
"It's true shock," the singer said about their ouster.
"I wasn't expecting that, but you know what? We had, I think, the best performance tonight that we had thus far. ... I've made some great memories and great friends here. Everyone has been fantastic and I've learned a lot about myself just being here. It's been amazing. If you take a great challenge, a great risk, you become a better person."