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Wagner was voted off the ABC show earlier this week after performing a samba with his partner Anna Trebunskaya.
"I'm sad, but it is what it is," Wagner told People. "Life's not over."
Wagner had chosen to dedicate his dance to his daughter Kerry, whom he first met in 2010.
"it's kind of sad to tell an intimate story... and get voted off," he confessed. "[But] it was very special. A miracle happened and I got to tell that story and shine a light on her."
Wagner was the second celebrity to leave Dancing with the Stars after Martina Navratilova was voted out last week.
Dancing with the Stars continues Monday at 8/7c on ABC.
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Watch Jack Wagner and Anna Trebunskaya's samba below:
