The Scottish stand-up and her dance partner Kevin Clifton lost their place in the competition following a dance-off against Alexandra Burke and pro dancer Gorka Marquez.
Calman and Clifton returned to the dance floor to perform their American smooth to Bobby Darin’s Beyond the Sea, while singer Burke and Marquez repeated their rumba to Beyonce’s Halo.
The judges voted unanimously to save Burke, calling time on Calman and Clifton’s Strictly journey.
The 43-year-old comedian said that she has “loved every minute” of being on the show, and that she and Kevin Clifton are now friends for life.
She said: “Everyone from wardrobe, make-up, the runners, (Tess Daly) and lovely Claudia (Winkleman), Zoe (Ball) on It Takes Two, the beautiful judges who have brought such light into my life every single week, everyone involved in the show, the audience, everyone who voted for us, we got far further than we thought we would.
“To my friends and my family and my lovely wife who’s here every single week supporting me.”
She added: “Most of all, I’ve made a friend for life and Kevin may not have won the Glitterball this year but he’s won Strictly for me.”
Clifton thanked his wife, fellow Strictly professional dancer Karen Clifton – who left the competition several weeks ago along with TV presenter Simon Rimmer – for her support.
Calman and Clifton had landed at the bottom of the leaderboard for their routine with just 22 points.
Burke remains in the competition alongside broadcaster Debbie McGee, soap stars Joe McFadden, Gemma Atkinson and Davood Ghadami, and singer Mollie King.
Saturday night’s show saw Holby City star McFadden top the leaderboard as he scored a new high of 38 for his 1920s-inspired quickstep with Katya Jones.