The singer, who is being mentored by Nicole Scherzinger, said Masson's first audition was one of his favourite auditions ever to appear on the ITV1 singing competition.
"Last night was bittersweet. I was happy to go through but upset to lose Melanie. She was one of my best friends in the competition," he told the X Factor website.
"She's a brilliant vocalist and someone who I really admire. I'm shocked she's gone. Her audition was one of my favourite X Factor auditions of all time."
He added: "I thought my performance was alright. I'm a perfectionist which means that I can be self-critical. I'm more used to my surroundings now so I'm feeling more comfortable on stage."
Masson left The X Factor last night after landing in the bottom two alongside District3.
Photo gallery - X Factor results show week two:
Copyright: Ken McKay/Thames/Rex Features