The couple topped the leaderboard after earning two perfect scores on the semi-final of the ABC competition for their cha cha and waltz on Monday night.
"Woooooooooow!!!!!!!! What a night !!!!!! (sic)" he later wrote on his Twitter account.
"Everyone did an amazing job tonight !!! I am extremely proud and was moved by Jennifer tonight ... Amazing night!! Inspirational."
The professional dancer and Dirty Dancing actress Grey earned their first perfect score for their instant dance last week, with Hough later telling TV Guide that they "really couldn't believe it" when the marks were announced.
Grey also told co-host Brooke Burke on last night's episode that she was "deeply in love" with dancing again following her experience on the show, adding that achieving a perfect score of 60 this week felt "spectacular".
Dancing With The Stars continues tonight on ABC.