The singer and his professional dance partner Karen Hauer became the ninth pair to leave the contest after losing the dance-off against Denise Van Outen and James Jordan.
Judges Craig Revel Horwood, Darcey Bussell and Bruno Tonioli all cast their votes in favour of Keeping Van Outen in the competition.
And Nicky was gracious in defeat, saying: "It has been just so much fun. It is the biggest and best show in the world. To come out every Saturday night is hard but it's playing a different character, doing a different dance - it's just been amazing.
"Karen, every week, every day has been incredible. We had a bit of a shaky start in terms of judges and stuff, but we just seemed to improve.
"I have to say thank you to the judges - you have been absolutely amazing with all your advice. All the people backstage - even the people that get you your coffee. I am going to miss the whole thing, it's been an amazing experience."
And Nicky's partner Karen made her own farewell speech too.
She said: "I just want to say thank you to everyone - all the celebs and professional dancers. It's been my first year and I could not have asked for a better celeb - you were amazing."