The 32-year-old sports fanatic, who was fired by Sir Alan Sugar yesterday, revealed that his male rivals were always shocked whenever he survived the boardroom.
"Every time I went back to that house, it was always the men that looked surprised," he told DS. "Particularly one of them, who was probably thinking about going to Sandhurst at the time - I think you'll probably guess who I mean.
"I remember at one point that person said to me, 'How have you not got fired?' I felt a tremendous amount of pride when I got further than he did."
McQuillan, who was the most successful male in this year's competition, also claimed that Sir Alan Sugar had made the right decision with an all-female final this year.
"I think that he has picked the right two for the final. I would like to see - and think I will see - Yasmina winning," he said. "Just because I think Sir Alan is looking this year for a risk taker, someone who isn't the textbook applicant."
The Apprentice final airs on Sunday on BBC One at 9pm.
> Click here for our interview with yesterday's fired candidates James, Debra and Lorraine