Rick Fox and his partner, Cheryl Burke, survived a tense elimination night.
Florence, the 76-year-old TV icon, did outdance both teenage competitors Monday night, but she didn't get enough viewer votes to take her into week six.
"I have loved being here and getting to know this wonderful man and learning to dance," Henderson said.
"I'm just so proud of her," said Henderson's daughter, Barbara Chase. "This is going to be moving on to other things. It has been a great experience. She'll never forget it and I won't either."
She wasn't the only one to feel that way.
"I was bawling, crying out there," said singer Brandy. "She's such a hero. I mean, to get out there and to be as great as she was, it's just so disappointing to see her go."
"It was fun to see her because, of all the people on, she was the most excited every week to come back and have a chance to perform and be part of this show," Kurt Warner said.
But as Henderson might say, the show must go on.
She still has her one-woman show and we'll get to read her autobiography next spring.
She leaves the show with new friends who love her.
"Everybody was very sad and I'm very sad, but I'm also very grateful for the experience," Henderson said. "I'll be back sitting in the audience."