The ballroom dancing duo, who progressed with Jonathan and Charlotte in tonight's semi-final, wowed all four judges with their Latin routine.
Cowell gushed: "I loved the music, I loved the choreography, I loved the routine. You two look like winners. You put the work in."
Alesha Dixon, previously a champion and judge on Strictly Come Dancing, commented: "You're making Latin ballroom dancing look cool. I think you really do deserve to go through."
Amanda Holden added that she would "love to see" the pair in Saturday's grand finale.
After being sent through, Natalia admitted her shock to hosts Ant and Dec, saying: "It's amazing. I didn't expect it."
Meanwhile, Kai reacted: "I'm completely speechless - fantastic! I'm sure we won't let you [the judges] down."
Watch Kai and Natalia's Britain's Got Talent semi-final performance below: