The 34-year-old former Westlife star found himself in the bottom two for the second week running after he failed to impress the judges with his American Smooth and Samba routine.
Judge Craig Revel Horwood said that Nicky's steps on the dance floor lacked a certain something.
"There wasn't any bounce," he said. "Your posture was awful in the American Smooth." Nicky faced Denise Van Outen (38) in the dance off and was devastated when the judges unanimously decided to save Denise.
"Folks, I am absolutely gutted I've left Strictly," he said after the dance-off. "Lived and loved every minute of it. Thanks for all the well wishes. What a buzz it was."
Denise will dance in the semi-final alongside Lisa Riley, Chelsee Healey, Louis Smith, Dani Harmer, and Girls Aloud star Kimberley Walsh -- who scored four perfect 10s from the judges this weekend. From the foxtrot to the jumpin jive, Nicky said playing different characters on the dance floor was one of the most enjoyable aspects of Strictly.
"It's just been so much fun," he said. "It's the biggest and the best show. To come out every Saturday night is hard. But it's playing a different character, doing a different dance -- it's just been amazing."
The star thanked his Venezuelan dance partner and coach Karen Hauer, who, he said, had helped him through those difficult first weeks.
"Karen every week, every day has been incredible. I am going to miss the whole thing."
Nicky was the ninth contestant to leave the competition and is glad to be getting the chance to spend more time with his family.
"I left at the right time. It will be great to spend time with the family in the run-up to Christmas."