From left: Alex Kinsey, Simon Cowell and Sierra Deaton
12/20/2013 AT 09:30 AM EST
They could barely get through their performance of "Say Something" on Thursday after learning that they'd won
the third season of The X Factor
And no wonder, given the churn of emotions Alex & Sierra were feeling.
"I was like, 'Man, this is going to be okay.' But then the song started and all those blue lights in the audience, and I don't know. It just really got me," Alex Kinsey told PEOPLE after the show. "It was really, really overwhelming. Then when everyone ran out, I lost it."
His partner and girlfriend, Sierra Deaton, was the strong one – until she, too, got overwhelmed.
"That's when I lost it," she said. "In my head I was like, 'Dang, I'm the one wiping his tears!' And then everyone came out, and I was like, 'Wait, we really did win!' "
Kinsey added: "When we were kind of just engulfed in a sea of white, all the white outfits and stuff, and Restless Road was bawling in our arms, and I'm bawling in Colton [Pack]'s arms, it was so emotional. It was so cool, though. That was honestly probably one of my favorite moments of all time."
So, what's next for the couple? Home for Christmas, and then back to Los Angeles to make their album – which has been a long time coming.
"Since I met him four and a half years ago he's had an album coming out. So now it'll actually come through," Deaton said. Turning to Deaton, Kinsey said: "I was waiting for you!"
Reporting by PATRICK GOMEZ