He said: "It's quite, actually, hard to talk about".
Today the news broke that Brendan Cole has not had his contract renewed for the next series.
The seven-year-old from Elgin in Scotland has started a petition to try and get the BBC to change their mind. "They made an editorial decision not to have me back on the show".
'I'm quite emotional. I'm a little bit disappointed. I love them to bits.
"It's done via a process of a phone call and stuff".
Cole said he had enjoyed "15 incredible series".More news: Militants attack military base in Kabul, Afghanistan
"They have a vision for the show and I'm not part of that vision. It's a great team".
"Not often you stand here with such sadness and go, 'I'm going to miss this and I'm going to miss hanging out with this girl'. It's a recent decision".
Brendan said: "I've always known this day would come".
The professional dancers are what set Strictly apart from similar shows and the BBC need to keep the personalities that have helped make the show the juggernaut it is.
The TV star, who danced with Charlotte Hawkins a year ago, added: "It's an editorial decision". Speaking about the potential reason for his departure, Brendan said: "I'm sure I'll never know the ins and outs". I'm a very strong character, some don't like that.
The dancer's most recent partner on the show, Charlotte Hawkins, has tweeted how sad she is about the decision. "It won't be the same without him".
A spokesman for the said: "We'd like to thank Brendan for being part of the show since the beginning - victor of the first series - and for the contribution he has made to its success". We're looking forward to seeing where his career takes him. "I would have preferred to have made the decision myself but maybe I would never had made it".
"Brendan got in touch with her and said he wasn't part of the show but he would love to give Lucy tickets to see any of his own dance shows".