The former Westlife singer left the BBC One competition at the quarter-final stage after falling into the bottom two with Denise Van Outen.
Byrne stated that he felt judge Craig Revel Horwood unfairly marked him down on the show.
"I'm really devastated and disappointed I couldn't take it any further and get to the semi-final," he told The Sun.
"I'm gutted. I watched it myself this morning and I do feel I was undermarked. I gave it 100% every time."
The singer said that this year's Strictly Come Dancing lineup is the most talented so far, saying: "It's a high standard, possibly the toughest year yet.
"I've watched previous years and the way I was critiqued was pernickety. I'm not sure everyone has been criticised as badly as that in any other year."
On Craig Revel Horwood's low marking, he said: "It just seemed to be just a thing with me, with Craig wanting to critique me like that, and you just smile and get through it and think, 'He obviously doesn't rate me as a dancer'.
"Karen was in tears afterwards. She said, 'I'm not sure what to say to you. You danced it brilliantly, you couldn't have danced it better'.
"Karen thought that from the beginning of the series we were undermarked. We've never worked out why that was though, but that's life."
He added: "There are inconsistencies there with Craig saying one thing and the other three saying something else. But you put yourself up there to be judged and you take it on the chin.
"I don't hold grudges. I never worked out why Craig chose me as the one to go for during the entire series but I made so many nice friends and had so many messages from the public that it's been positive all the way for me.
"I've loved it. Everybody on the show has made friends for life now. Except for Craig, of course."
Nicky Byrne added that he knew he would be leaving the competition when it was announced he was taking on Denise Van Outen in the dance-off.
"Anyone else but Denise, you might have an inkling of a hope that you could have challenged... but unless Denise physically fell over then I knew it was game over. Even then they'd have judged it on what she's already done.
"If it is a straight dance competition, then Denise should win. I couldn't have asked for a better send-off because at least I was beaten by the best dancer."
He added: "Denise deserves to win. She's the best dancer by a country mile. But I'd like to see Kimberley win because she's improved all the way."
Strictly Come Dancing continues with the semi-final on Saturday (December 15) at 6.30pm on ITV1.