This is the second time the dancing pro and Lachey have faced going home.
Peta Murgatroyd really thought her time was up on this season of Dancing With the Stars.
Last week, Murgatroyd and her partner Nick Lachey did what many fans thought was their best routine so far when they danced to The Pointer Sisters' "Jump (For My Love)." While it may have been the 43-year-old singer's personal best, the pair still only scored a 21 out of 30, which put them in the bottom two for a second time.
Luckily for Lachey, it was Derek Fisher who ended up going home, but Murgatroyd admitted to ET's Cameron Mathison that she was almost certain that they would be bidding farewell to the ballroom.
"It was more uncomfortable the second time around then it was the first time around," the DWTS pro confessed. "I didn't think it was possible."
Murgatroyd added that's she's over being in the bottom two. "I am done with this 'in jeopardy' thing -- whether it is legit or not, I am done with it."
Lachey also noticed that Murgatroyd thought they would be voted off on Monday night. "She had started saying her goodbyes to me right there on the stage," he quipped. "She said, 'It was a great run, nice knowing you.'"
Noting that he was only joking, Lachey continued, "No, but it is not a fun place to be -- for anyone who hasn't been in jeopardy before. It is not a fun place to be."
As for how he plans to stay out of jeopardy next week, Lachey said he's just going to continue doing his best. "This is about giving it everything you got and accepting whenever results happen," he said of competing on the ABC show. "That was my mentality from the beginning. I am going to give it everything I have every week."
Lachey's wife, Vanessa Lachey, also spoke with ET following her return to the dance floor with partner Maksim Chmerkovskiy, Murgatroyd's husband, by her side.
Despite rumblings that the two were not getting along, the mother of three insisted that Chmerkovskiy has her back. Check out ET's exclusive interview with the pair: