Kristin Cavallari Shocked and Sad to Leave Dancing with the Stars

10/05/2011 at 10:55 AM EDT

Dancing with the Stars Elimination: Kristin Cavallari Speaks Our
Kristin Cavallari and Mark Ballas

Mark Ballas

Mark Ballas

It was one quick step she wasn't expecting – right off the stage and out the door.

Kristin Cavallari told reporters on Tuesday, after her shocking elimination from Dancing with the Stars, that she didn't see it coming.

"I was a little [surprised], to be honest," she said. "I'm a little sad. It's sad, you know? I'm having so much fun, and I thought I was going to be around for at least a couple more weeks."

Asked why she thought she and Mark Ballas were voted off, the former Hills star was at a loss.

"I don't know," she said. "Maybe it's like what Tom [Bergeron] said. Everybody thought we'd be safe, so they voted for other people? Maybe the audience didn't like our dances after all. I'm not sure."

Despite her shock and sadness, Cavallari, 24, harbors no resentment. "I've had such an incredible experience," she said. "I've made new friends. We've all become such a little family. I'm a huge fan of the show. I'll continue to be a huge fan of the show."

As for her prediction for who might win season 11, she said it was hard to choose – but she'd put her money on J.R. Martinez, who stirred the crowd Monday with his emotional routine, or Ricki Lake, who's atop the leader board this week.

"I think they'll definitely be in the finals," Cavallari said.

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