The 41-year-old was ousted from the hit ABC show during a special election-night program that commemorated the 200th episode of "Dancing."
Fox said Tuesday he had no idea that his "Dancing" road was nearing its end.
"You stay in a positive frame of mind," he said, though he likened the stress of "Dancing" to being on the free-throw line during game seven of the NBA championship.
"It's been a transformational journey for me," he said after learning his fate. "It's been amazing. My relationship has been transformed with my girlfriend and with my daughter."
Both were in the audience Tuesday.
The star-studded show, interrupted regularly with election returns, included musical performances by Taylor Swift and Rod Stewart, and highlights from the 10 seasons of "Dancing With the Stars."
On Monday's episode, stars performed routines inspired by past celebrity contestants, who served as judges for those routines.
Wearing a bright green suit, Fox and his professional partner, Cheryl Burke, offered their take on a colorful quickstep first performed by race car driver and season five champ Helio Castroneves. Judges praised the routine as Fox's best dance yet, and Castroneves gave the performance a score of 10.
"It was slick, it was quick," said head judge Len Goodman. "Rick, it was good."
Perhaps viewers disagreed: Judges' scores are combined with viewer votes to determine which star is dismissed each week.
Fox joins previously eliminated contestants David Hasselhoff, Michael Bolton, Margaret Cho, Florence Henderson and reality stars Audrina Patridge and Mike "The Situation" Sorrentino.
Returning to dance Monday will be actors Kyle Massey and Jennifer Grey, singer-actress Brandy, football star Kurt Warner and Bristol Palin.