The Italian-American star of The Bachelor was quizzed by Bryan Dowling on their flirtatious relationship, and admitted that he had "feelings" for the model.
When initially asked about his tender moments with Danica, he said: "I wasn't trying to date her, I was trying to compliment her" - a claim that was met with scoffing from Dowling.
He later admitted that he was "attracted" to her and "really liked her personality".
While he admitted that his relationship with love rival The Situation had improved since Danica left the house - claiming he had reached an "understanding" with the Jersey Shore star - he said that life in the Celebrity Big Brother house without her would have been "boring".
Lorenzo seemed surprised by the positive reaction he received from the live audience on his eviction, claiming: "I thought I'd get boos."
He also correctly predicted that Julie Goodyear, who was evicted shortly afterwards, would fail to win the competition due her not being "true", and revealed that he wanted Ashley McKenzie to win.
Celebrity Big Brother concludes on Friday at 9pm on Channel 5.