The KROQ radio personality was sent home after landing in the bottom two alongside Sugar Ray Leonard during tonight's live results show.
He had scored a total of 30 out of a possible 60 points for his foxtrot and jive dances with partner Lacey Schwimmer and drew major criticism from the judges for his "ungainly" and "all over the place" performances.
Catherwood was good-natured about his exit, telling host Tom Bergeron: "It's been such an amazing experience overall. I want to thank the judges and everyone involved with Dancing. It's really been a great experience.
"It sucks to be sent home first but I made a lot of good friends. From the bottom of my heart, I have to thank all of the support staff, Loveline and all the supporters. And for my partner Lacey - everyone knows she's beautiful on the inside but she's also beautiful on the outside and I've made a great friend."
Before the results were revealed, judge Len Goodman expressed his pride in the bottom two competitors, saying: "I've got great respect for both of these couples. They have no dancing experience and yet they come out and dedicate everything to this competition. They've entertained the judges and I'm sure they've entertained everyone here. For non-dancers, that's well done."
Tonight's episode featured two performances by Chris Brown with his hit singles 'Yeah 3x' and 'Forever' as well as an appearance by the Dancing With The Stars dance troupe made up of dancers who have previously studied with some of the series professionals.
Dancing With The Stars continues next Monday on ABC.