Henderson ended up in the sing-off and lost out to James Arthur when the judges' vote went to Deadlock.
An emotional Clark claimed that Henderson deserved to go all the way to the final and admitted that he felt bad for staying on the show longer than her.
"Ella should be in the final. She's like a sister. 100%," he said.
"I feel so guilty. I'm so gutted for her. Ella should be in the final."
However, Rylan's mentor Nicole Scherzinger defended his success on the show, commenting: "Thank you for all the humans who voted for Rylan. He has earned his place here and he's a star in his own right, no matter what anyone says."
James Arthur said: "Everyone loves Rylan, so why not have him in the final? Rylan is one of the most talented boys on the show."
The X Factor continues this weekend with ABBA and Motown themes.
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