Devlin, who was eliminated from the ITV1 reality show last night (November 27), admitted that she had "run-ins" over song choices, but insisted that she "connected on a personal level" with Rowland.
"My relationship with Kelly and the other girls was great," she told Digital Spy.
"I am a bit of a loner, so I know I can be quite hard to talk to, but the other girls always made an effort with me and were really nice and I'm really grateful for that and their company in the house.
"I'm incredibly grateful for Kelly giving me this opportunity. She didn't have to. She could have got rid of me at Judges' Houses and let me go."
When asked about claims from fans that Rowland had favoured Misha B over her, she added: "There are things like connections with people. She connected with Misha because they are more similar music-wise than I ever will be with Kelly. People have confused that with favouritism.
"I can get on with someone because I share similar music taste. Music is such a big part of people's lives and my life, I can connect with people through that. But me and Kelly had a different sort of connection.
"We connected on a personal level. And that was totally fine."
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See pictures from last night's X Factor below: