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Jay found himself in the bottom two with Stevi but after wiping the floor with him in the sing-off with his take on Keane's 'Somewhere Only We Know', the four judges failed to reach a unanimous vote and took it to Deadlock.
Simon Cowell and Louis Walsh both chose to save Jay but Mel B and Cheryl Fernandez-Versini - who have both been highly critical of Stevi throughout this series - chose to save him after he performed Queen's 'Somebody To Love'.
After being told he had received the fewest public votes and would be heading home, Jay said: "It's been absolutely incredible, the people that I have met during this time have just been amazing."
Simon Cowell, 55 - the mentor of both acts in the sing-off - added: "Jay, you've been a gentleman, a really nice guy to work with."
Sunday night's results show featured the premiere of the Band Aid 30 single, which has gone sale today (Monday).
All proceeds from the new version of 'Do They Know It's Christmas?' will go towards helping those affected by Ebola.