The ex-Playboy Bunny lost out in the public vote to Conor McIntyre, against the wishes of Digital Spy readers.
On hearing the news, Shievonne, who was visibly shaking, said: "I told you."
Conor then led her away from the other housemates and tried to comfort her by saying she would soon be enjoying Jerk Chicken, KFC and a cup of tea.
Shievonne has had a difficult time in the house recently, with Big Brother bringing in a psychiatrist to speak to her after she described herself as being "on suicide watch".
The contestant had a lengthy spat earlier this week with Deana Uppal, in which she described the current Miss India UK as "emotionally void".
During nominations, Adam Kelly called Shievonne intimidating, with Becky Hannon saying she was "snappy".
Conor has survived the public vote for a second week in a row, against many viewers' expectations.
Photo gallery - Big Brother day 37:
Copyright: Channel 5