The former Westlife singer and his professional dance partner Karen Hauer left the competition at the quarter-final stage after finishing in the bottom two alongside Denise Van Outen and James Jordan.
Following the dance-off, three of the judges gave a unanimous verdict to put Van Outen through to the semi-final next week.
With Craig Revel Horwood choosing to save Van Outen, Darcey Bussell said: "They were both very strong performances but I'm going to save Denise and James."
Bruno Tonioli added: "They both improved, but the outstanding couple were Denise and James."
Nicky Byrne said of his time in the BBC competition: "It has been just so much fun. It is the biggest and best show in the world. To come out every Saturday night is hard but it's playing a different character, doing a different dance - it's just been amazing.
"Karen, every week, every day has been incredible. We had a bit of a shaky start in terms of judges and stuff, but we just seemed to improve."
He added: "I have to say thank you to the judges - you have been absolutely amazing with all your advice. All the people backstage - even the people that get you your coffee. I am going to miss the whole thing, it's been an amazing experience."
Karen Hauer said: "I just want to say thank you to everyone - all the celebs and professional dancers. It's been my first year and I could not have asked for a better celeb - [to Nicky] you were amazing."
Strictly Come Dancing continues on Saturday (December 15) at 6.30pm on BBC One.
Photo gallery - Strictly Come Dancing quarter-final: