Lamar Odom Explains How He Plans to 'Move Forward' Following 'DWTS' Elimination (Exclusive)

ET exclusively spoke with the eliminated couple just moments after the live reveal Monday night.

Dancing With the Stars is getting one step closer to naming their Mirrorball champion, but sadly, that means fans also had to say goodbye to another couple on Monday night.

Week four sent Lamar Odom and Peta Murgatroyd packing, leaving nine dance duos remaining in the competition. ET spoke with the eliminated couple just moments after the big reveal, where they opened up about their time on the show and how they're feeling about going home.

"I feel all right. I feel good," the former NBA star told ET's Lauren Zima. "The sun will shine tomorrow. I'll wake up, work out, move forward."

Lamar's abrupt exit left plenty of fans on social media and those in the ballroom emotional, especially his dance partner, who couldn't help herself from shedding a few tears.

"It means a lot, especially when I see Peta crying, my sister here," said Lamar. "I would [have] liked to move on, but since it didn't happen, now I can just move on to other things in my life. Public speaking, telling people my story and I figure I can change lives doing that."

Lamar continued on, telling ET that his DWTS journey has been a lot harder for him than people would expect.

"I think from my accident," he explained, referencing his near-fatal drug overdose in October 2015. "My cognitive memory ... just memorizing the dance routine was difficult at times, but I felt like I got better every week. It's so crazy because I felt like this was my best dance tonight."

Peta chimed in, adding, "You get to see like, a one-minute package before we dance every week, and so much work and hours go in behind it that people don't really get to see. It's emotional because I see him every day -- I'm with him for at least four hours a day, and to know the work he's put in behind it, I was just really super proud of him."

ET also caught up with guest judge Leah Remini, who was equally sad about Lamar and Peta's elimination.

"I don't think people understand that Lamar is not a dancer, and on top of that he's dealing with [an accident where he was] almost dying," she said. "It's not easy to learn a dance. Because not only are you learning a new thing that you have never learned in your whole life, but you're doing it live."

"I think he represents what the show is," she added. "The fact that he's out there ... and also, I think, he's used to a game face. He's not really used to showing his emotions. He's also a man in sports, I just don't know if they're used to showing their emotions out there."

Sailor Brinkley-Cook shared similar sentiments, telling ET, "I felt like I was going to sob. I've been watching Lamar really give his all and put the work in and try and be the best. It made me so sad to see him go because I really wanted to see him improve even more."

The couples who danced Monday night were all saved from elimination last week after Ray Lewis and his pro partner, Cheryl Burke, withdrew from the competition due to an injury the former NFL pro sustained. Although Cheryl didn't perform this week, she was still in the audience to support her fellow pros and her close pal Leah.

Hours before the show kicked off, Cheryl also stopped by our Los Angeles studio to co-host Entertainment Tonight with Kevin Frazier. More on that in the video below!