Ella Henderson, a former frontrunner to win the competition, was axed last night after coming bottom of the public vote.
The 16-year-old ended up in a sing-off with James Arthur and despite being saved by her mentor Tulisa Contostavlos and Louis Walsh, she lost out when the judges sent the vote to Deadlock.
Tweeting about the result late last night, Cowell said: "Ella! Gone??? Unbelievable."
Judge Louis Walsh described last night's bottom two acts as the most "gobsmacking" in the show's nine-year history.
Tulisa, who now has no acts lefts in the competition, said that she was "lost for words" at the result, commenting: "I'm just in shock. I don't even have an answer."
The X Factor continues next Saturday with ABBA and Motown themes.
X Factor results show - In Pictures: