The Olympic swimmer did her last lap around the dance floor Tuesday night.
Natalie Coughlin and her partner, Alec Mazo, had been doing well in the competition. But a Paso Doble that left them near the bottom of the judges' leaderboard, combined with viewer votes, wasn't enough to keep them dancing.
"I'm bummed. I'm really bummed," said Natalie. "I've been with Alec for 10 weeks now almost every day and then I've been amongst my other dancing competitors and cast mates and, you know, I've made a bunch of friends and I'm just not ready to leave."
"We were so sad to see Natalie go. She did not deserve to go," said Derek Hough.
"Oh my god, I was shocked," said Joanna Krupa.
"She did not deserve to go home. A huge shocker, big time," said Derek.
"She's definitely the best partner I've had," said Alec Mazo. "I think that she's somebody that will go far in whatever you do and this is a competition. Sometimes it's out of your hands, you know? It's in other people's controls so I know that anything you do that you have control over, you'll be successful."
- Video: Aaron Carter interview
- Video: Natalie Coughlin interview
- Video: Marc Dacascos interview
- Video: Melissa Joan Hart interview
- Video: Mya interview
- Video: Michael Irvin interview
- Video: Louie Vito interview
The results show also included the professional dancers banding together to do a special tribute to Michael Jackson. The Jackson family was impressed.
"We all enjoyed it," said La Toya Jackson. "They did a fabulous job. It was absolutely wonderful. We truly enjoyed every single moment of it. It was really great."
And now the remaining nine teams must concentrate on their dances for Week 6.
The team at the bottom of the judges' leaderboard the most is revving it up.
"For the first few weeks, the fans have been keeping up in this thing and we could just do our part," said Michael Irvin. "Now I was telling her, I said, 'It's just like a team,' you know? We've got to do our part. They do their part and we can get somewhere."
Kelly Osbourne has to take rehearsal easy at first as she continues to nurse her injured foot.
"I will worry if, by Saturday afternoon, she still doesn't know the routine," said Louis Van Amstel, Kelly's partner. "Then I'll be worried."
"I won't let that happen. Even if it hurts, I'm still doing it," said Kelly. "I'm sorry. I'm not giving up because of a sprained ankle."
Next week, it's the Jitterbug -- that's Kelly's dance -- and the Waltz.