The judge revealed that despite the 10-year-old's tears, she was soon smiling backstage after being reunited with her mother.
Writing on his blog, he said: "I'd just like to say a special word about poor young Natalie, who was distraught at missing out on her final place.
"I was watching as she walked off the stage at the end crying, and thinking, like everyone, 'I hope her mum's here somewhere'.
"Well, she was, waiting at the bottom of the stage steps, to take her into her arms and console her. And by the time the studio lights went up after the show ended, Natalie was smiling."
In the first night of the live shows, Scottish singer Susan Boyle and dance act Diversity made it through to the finals.