The Kendra star, 27, quit ABC's celebrity diving show Splash after climbing down from the diving board's 23-foot platform.
With tears in her eyes, Wilkinson apologized for her early departure from the competition, calling it "bittersweet."
"One thing I don't do is quit. This is the first time in my life I've quit something. This will haunt me for the rest of my life," she explained.
On Wednesday, Wilkinson thanked fans for their support via Twitter. "Thank u to all those who supported me last night. Means a lot you stuck by my side. Today's a new day and I'm still proud. #Shutuphaters," she wrote.
The reality star's exit comes after a squabble with her coach Greg Louganis.
"What the [expletive] do you think you're telling me right now? That I don't have a [expletive] fear of heights?" Wilkinson shouted at Louganis after he called her diving anxiety "an act." "I'm sick of you picking on me, Greg … I'm working on me, not you. Tell America right now that my fear of heights is an act."
I have no disappointment in myself. I did what I could n that was that. Diving is just not my thing n I found that out throughout the show.— Kendra Wilkinson (@KendraWilkinson) April 3, 2013