The duo were up against N-Dubz rapper Dappy and journalist Liz Jones, and boxer Evander Holyfield and 'Apprentice' star Luisa Zissman.
The Blue star and glamour model have now entered Big Brother's secret Bolt Hole, where they will monitor the other housemates in secret.
They will stay in the hideout until an undisclosed later date before returning to the house to be reunited with the other celebrity housemates.
After being told that their eviction was fake by host Emma Willis, Lee shouted to the crowd: "I hate you lot!"
"Lee, I think they probably feel the same about you right now, so calm down," Willis replied.
The boybander has been flirting with both Casey and US actress and model Jasmine Waltz during the first few days of the latest series, which has caused controversy among the contestants and shocked viewers.
When she was asked how she felt about being locked away with Lee, Casey said: "I just got rid of him."
To which Lee replied: "I feel the same way babe."
Cue pantomime booing from the crowd outside the house.
'Celebrity Big Brother' continues on Channel 5 tonight.