Moore took home the grand prize during Thursday night's season finale of the Fox competition while Mallory came in second place.
Speaking to reporters on Friday, the 19-year-old contemporary dancer said that she was inspired by Mallory and third and fourth place competitors Marko Germar and Tadd Guaddang, and was unsure who would ultimately be victorious.
"I really thought Sasha was going to win! She's such an amazing dancer and I'm so inspired by her. Plus they'd been calling me the favourite for a while and usually the front-runner doesn't win because for some reason or another it doesn't turn out that way," Moore explained.
"I didn't expect it at all. Sasha has really improved so much and hit her stride and really grew on people. We weren't that great friends in the beginning but as she opened up throughout the competition, we got closer. I have so much love and respect for her and I was so ready to be second place."
Moore went on to say that while she was proud of her performance throughout the competition, she did not want to put extra pressure on herself by expecting to win.
"Well, going into the finale I definitely think I had a chance. But sitting there on the stage next to Sasha, Marko and Tadd, I couldn't pick a favourite because all of us are great at the things that we do. I don't know how America picked! I thought, 'This is going to be such a hard decision!'" she said.
"I definitely felt confident in what I did on Thursday and what I'd done throughout the course of the competition because I just tried to do what I could every week and really focus on the dances that were given to me.
"I didn't want to put any extra pressure on myself by telling myself that I was the favourite or that I really had this amazing shot at it. But I always kept in my head that there was definitely a shot and it was worth going for."
> Read the full interview with So You Think You Can Dance winner Melanie Moore
Watch Melanie Moore perform on the So You Think You Can Dance finale below: