Jones found herself in the bottom two alongside John & Edward after the public vote. Both acts then had to perform a song of their choice to win the judges' votes.
Jones was first to perform, and chose to sing 'One Moment In Time'. John & Edward followed with a rendition of the Robbie Williams song 'Rock DJ', which they performed on the first live show.
The judges then had to decide who to save. Louis Walsh was first to vote, and chose to save his own act John & Edward. Meanwhile, Dannii Minogue decided to save Jones, who she mentors.
Cheryl Cole was next to choose and said she had grown to love the twins, but decided to keep Jones in the competition.
Simon Cowell was last to vote. "Tricky one," he said. "I'm not surprised by the way both of you are in the bottom two. Having said that, I don't think either of you can win. I think Lucie, my problem is I believe there's a ceiling and with John & Edward we've had some horrific performances.
"Having said that who would I rather see again? I'd probably rather see the boys. I got a lot of stick last week for taking it down to the public vote. I'm going to do it again. I'm going to let the public decide."
The decision went to deadlock, meaning that the act with the fewest votes would be the one to leave. When host Dermot O'Leary announced that the act going home was Jones, the audience started to boo.
After hearing the decision, Jones said: "I'm gutted, but the boys deserve to be here. They work harder than anyone."
Her mentor Dannii Minogue reminded the public that it's a "singing competition" and added: "This shouldn't have happened, and I obviously did something wrong."
The X Factor continues next Saturday at 8pm on ITV1.