AJ and Kai had made it to the final of the competition, and were due to battle it out against Bake Off winner John Whaite and Johannes Radebe, and Rose Ayling-Ellis and Giovanni Pernice.
However, the dancing couple had to pull out of the show after the TV presenter injured the ligament in her right foot during training.
The nightmare foot injury meant she has been unable to put any weight on her foot, and has been using crutches to walk around.
Speaking to Rylan on the show, a tearful AJ admitted she was "gutted" about her exit, and Kai burst into tears too.
She said: "Do you know what, we had the best time and on Monday we rehearsed and we were just excited like 'Right, we’re going to do the jive, we’re going to do the Charleston, what a way to end our experience'.
"My ankle’s given way and my ligament has ruptured and it’s just not gonna happen. We’re gutted because we were ready to smash it."
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She went on to say that although this wasn't the way she wanted to leave the programme, it was an "absolute pleasure" to dance with Kai every week.
AJ continued: "This isn’t the way that we wanted to go out, obviously, but even just looking back at all of those moments, it’s just been an absolute pleasure dancing with Kai every single week, so thank you."
Kai said: "We were really hoping that we were going to get over the line and get into the final and dance in the final."
The dancer then explained that they thought about trying less energetic dance routines (rather than the Jive and Charleston) to suit AJ's foot, but it wasn't to be.
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Kai went on: "We had two very energetic dances that were given – the Charleston and the Jive – and we were like if we can change them maybe we can do something, but the injury's just too bad.
"At the end of the day, AJ's health is number one concern, so although we won't be dancing in the final, we earned our place in the final, so we're still over the moon."
Later on in the show, AJ and Kai were surprised with a series of messages from AJ's family and friends – who told them how amazing it was to watch the pair perform on the show.
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AJ had missed rehearsals due to the foot injury, and she eventually had to pull out of the show just days before the final with the advice of medical experts.
In a statement, the BBC said: "Sadly due to injury AJ and Kai have had to withdraw from #Strictly and won’t compete in tomorrow’s final.
"We want to thank them for 13 incredible weeks on the show and the pure joy they brought to the dance floor every week."
John and Johannes will take on Rose and Giovanni in the final which will air on Saturday (December 18) at 7pm.
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