O'Donnell, 53, and his partner Kristina Rihanoff faced sports presenter Kirsty Gallacher and Brendan Cole in the dance-off, but mistakes in the routine saw O'Donnell being sent home.
The singer, with hits like Danny Boy and Here I Am Lord, performed the American Smooth to Frank Sinatra's Fly Me To The Moon and the star admitted: "I forgot everything in the dance-off, my feet stuck to the floor.
"I've had a great time, I have enjoyed the show, to have been asked to go on it was amazing," he said.
"And to just have taken part, it's going to be lovely to look back and say 'I was on that show.'"
He admitted his nerves got the better of him, and said he was surprised at how nervous he got each week.
"I've done shows for so many years and have been on stage, it kind of took me by surprise, but I suppose I was out of my comfort zone and that's why I felt so nervous," he explained.
In Saturday night's show, professional dancer Gleb Savchenko whipped his top off, but O'Donnell joked he was "delighted" he'd not be getting his off soon.
"I think I'm doing the world a favour, or maybe the lack of votes is doing the world a favour," he said.
After dancing off against Gallacher and Cole, who performed their Paso Doble to U2s Beautiful Day, judge Craig Revel Horwood said: "One couple did really, really well in the dance-off and one couple I am afraid made a lot of mistakes.
"I am going for the couple that was the most powerful, and that was Kirsty and Brendan."
Judges Darcey Bussell and Bruno Tonioli agreed, saying: "I would like to keep the couple that committed less mistakes tonight, and that is Kirsty and Brendan."
