On last night's episode of the show (November 3), the group sang Taio Cruz's hit 'Dynamite'.
However, their performance drew criticism from judges Nicole Scherzinger, Tulisa and Gary Barlow.
The group, who are mentored by Louis Walsh, said that they felt "deflated" following their performance.
Greg West, Mickey Parsons and Dan Ferrari-Lane spoke on The Xtra Factor later that evening, and said: "It's always good to take a risk, and we're always finding ourselves and who we are on the show."
However, District3 also added that they have become lost in the competition, and that they do not feel as though they are the same group who auditioned for the programme.
They continued: "I think, to be honest, we'd just like to sit down with a guitar again and sing a song. We haven't shown our musicianship yet and we'd like to show we play instruments."
Radio DJ Scott Mills, who was a guest on The Xtra Factor, said that he "couldn't hear" their vocals. He added: "I think they will be in the bottom two tomorrow."
Photo gallery - The X Factor number ones week: