The cyclist departed the show at the weekend after finishing bottom of the leaderboard with her salsa routine.
"The standard of the competition is so far and I knew I was the worst one there," said Pendleton.
"I'm going to miss the other contestants. And the hair and the make-up, they make you feel so glamourous. Everyone gets on so well. It's a lovely atmosphere."
Pendleton also revealed that she was most looking forward to getting home and seeing her dogs again. "I've really missed them. I left home in mid-July for the Olympics and I've hardly been home since," she said.
Her pro partner Brendan Cole said: "Victoria had a star quality that people admire and that's why we stayed in the competition so long.
"The miraculous thing is that someone not in the world of showbiz can come out and be part of it and dance in front of the nation."
Watch Victoria Pendleton's salsa:
Strictly Come Dancing Show 9: