Judi had found herself in the bottom two alongside Olympic swimmer Adam Peaty and his Russian dance partner Katya Jones, but Judi's dance wasn't enough to sway the judges.
Tuesday's show saw Judi reunited with her ITV co-stars Ruth Langsford, Coleen Nolan and Janet Street-Porter.
Speaking to her Loose Women panel, she was emotional as she reflected on her "amazing" ballroom journey, but she confessed that leaving the show feels "bittersweet".
She told Ruth: "It is a bittersweet feeling. I feel really content in the sense that I pushed 100% every time I was in it.
"We came back after Covid and you know, I had an amazing partner. I've done something I never thought I could do."
The presenter added that she felt "loved" and "looked after" by the Strictly team.
Judi was also surprised on the show by her professional partner, Graziano, who appeared via video link.
Graziano was full of praise for Judi's grit and determination to perform well on the show despite coming back from Covid, explaining how he could see the hunger for success "in her eyes".
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On Sunday's Halloween special, Judi was sent home by a majority vote from the judges – who opted to keep Adam Peaty in the competition.
Judi's fun Halloween routine had only scored 25 points out of 40, which had left her vulnerable.
It came after Judi was forced to skip a week of live shows after she tested positive for Covid, meaning she had to self isolate.
Following her departure, Judi told Tess Daly that it had been a "life-changing experience".
"Graziano has supported me, stuck by me, and took me to a place I never thought I could go and so, for that, I love you so much. Thank you," she said.
"She is one of the strongest women I’ve ever met, this woman has been in rehearsal every day, for every dance, given me 150%, and you know what I love the most – you are true, you are real, so thank you so much," said Graziano.
Loose Women airs weekdays at 12.30pm on ITV
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