The couple were eliminated in a move that shocked fellow contestants, the judges and the public on Monday night after receiving the highest score so far for their Argentine Tango last week.

Jarryd and Olympia performed a Pulp Fiction-inspired jive as their final performance before saying goodbye in week five of the competition.

"We are devastated," Jarryd told The Daily Advertiser.

"It was a shock, honestly, to both of us.

"Being on top of the leader board and we thought we did a good performance last night ... it's shattering."

Jarryd said Olympia had so much more to give and it was an indication that even though judges can give good scores, the audience vote was just as important.

Judge and former Wagga woman Sharna Burgess was visibly shocked and told Olympia "she deserved to be here."

"There was no way we could see that coming," she said.

Olympia thanked Jarryd for being a supportive dance partner, for his patience and counselling through the whole process.

Jarryd said he was 'shattered' and praised Olympia for her hard work through the previous weeks of training.

"Not a single day feels like work for me," he said.

"I don't want to leave the competition.

"I want to be there until the end."

He said he was "craving" the mirror ball and would return to Dancing With The Stars next year if asked.

While he will not be training Olympia for the rest of the season, he will still appear on the show each week during the professional dances.

Jarryd will be in Melbourne this weekend for Immersive Cinema's Dirty Dancing then return to teaching duties at his dance studio, Fit2Move.