After Pamela Stephenson and Kara Tointon were first declared safe, this week's eliminees waited with Countryfile host Matt Baker to discover which of them would join the girls in the final.
Finally, host Tess Daly confirmed that Henson and his partner Katya Virshilas had finished last in the public vote, to which the Welsh rugby star smiled knowingly.
When quizzed about his Strictly experience by Bruce Forysth, Henson spoke of his delight at having overcome his initial struggles from the beginning of the competition.
"Katya's been amazing, she's been perfect for me... I've come in here with two left feet, it's been so stressful for me," he said.
Virshilas also teased Henson's early lack of ability, joking: "He taught me patience. It was one of the best experiences ever, I couldn't have asked for a better partner than him."
With Henson gone, Daly and Forsyth put the remaining men out of their misery by announcing that Baker had been voted through to the final, thereby eliminating Maslen from the competition.
"It's been the best experience I've had in maybe my life," the Eastenders actor gushed upon hearing the news. "To tackle something you've got no skill set in, it's a challenge and to do it live it's a bigger challenge."
Maslen then praised his "spectacular" partner Natalie Lowe, adding that he had developed a love of dancing through his time on the programme.
"When it works, when you're moving, you feel it. What I've learnt with dance, is when it does work it's in your body and you know it's right, and we've had a few of those moments. We've had some good moments."
Both eliminated acts received a standing ovation from the judges and the studio audience as they took to the floor for their final dance.
The three surviving celebrities - Pamela Stephenson, Kara Tointon and Matt Baker - will do battle in the Strictly Come Dancing final next Saturday at 7pm on BBC One.