The pair became the seventh and eighth celebrities respectively to leave the castle on Wednesday evening.
After the result was announced, Olympic runner Sir Mo said he wanted to push himself during his time on the ITV reality show.
“I watched this show over the years and all I ever wanted to do was challenge myself, because I know I can run,” he said. “I enjoyed myself, really, amongst amazing people.”
Former Strictly Come Dancing professional AJ said he had made “friends for life” with his campmates.
He added: “We have highs, lows, and everybody helped everybody. There was no negativity.”
Earlier in the show, the pair took part in a trial named Game Of Groans, where they were tasked with remembering the positions of painted shields on a board as cockroaches, crickets, mealworms and maggots were dumped on to them.
They answered a total of three out of six questions correctly and earned three stars for the camp, which meant they had secured three meals.
When asked by hosts Ant and Dec which of their campmates they’d like to see crowned the very first King or Queen of the Castle, both Mo and AJ named Giovanna.
AJ said: “She’s just so positive and does so much for people. Behind the scenes, you never know if its shown, but definitely she’s supported so many people.”
Mo added: “She’s so wonderful and helpful.”
I’m A Celebrity continues on Thursday at 9pm on ITV with the return of fan-favourite Bushtucker Trial, Celebrity Cyclone.