The 35-year-old and his dance partner Kristina Rihanoff lost out to actor Mark Benton in Sunday night's dance-off after racking up just 27 points on Saturday night's show.
But the former England rugby player said he had come into the competition with low expectations so was happy at how far he had got.
"It's been a great experience and Kristina has been great," he said. "I said I was on borrowed time for a while and it has been an amazing experience."
"I've played in a World Cup final and a Heineken Cup final, but I found it easier playing in a World Cup final than being on Strictly."
And Ben was also full of praise for his dance partner, saying that working with Kristina was the best part of being on 'Strictly'.
"She's been thrown against a wall, elbowed, stood on, punched — but not on purpose — to make me look like I can dance to a song," he said.
Head judge Len Goodman said: "The thing was they both went wrong.
"For me, one couple made a small mistake and the others made two blatant mistakes and on that basis and on this performance I have to save Mark and Iveta."
His partner Kristina told him: "If there was a trophy for the most improved person it would go to you.
"You started at zero and have improved every week and you make me so proud every week and I've had the best, most rewarding time on Strictly.
"I took someone with no experience and I brought you here and you were amazing."