"I'm surprised I can dance so well," he told PEOPLE backstage after he and partner Cheryl Burke scored a 59 out of 60 for two combined performances on Monday night.
But Levy's unassuming ways aren't applied strictly to the ballroom.
"Being born in Cuba and being raised in that kind of country and that kind of life, you never expect anything from life," he says. "You just go out there and give your best shot, and whatever happens, happens. I never thought about any of this."
Even though he didn't know he'd be good at so many things, he certainly always had his sights on success.
"I just knew when I came to this country that I had any chance to do what I decided to do," Levy, 31, says.
And while Levy seems to be enjoying his experience on ABC's hit show, there's one thing the notably private star still hasn't adjusted to easily.
"Sometimes you just want to tell people, 'This is who I am,' he says, "[But] no, I'm not really [comfortable opening up]."
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