"Right now I just want to cry," Rose, 21, told PEOPLE backstage. "I performed last, and I just came out of it so you guys get the raw Majesty."
After wowing the crowd with her version of Coldplay's "Fix You," Rose was met with some negative criticism from judges Jennifer Lopez, Keith Urban and "Harsh" Harry Connick Jr.
"I wish you had stayed in that quiet zone," Connick said on the performance show. "I liked the beginning. I wish it had stayed quiet like that."
Coming off strong praise last week for how she delivered "Tightrope" by Janelle Monae, Rose had been hoping for similar reactions this week.
"You practice and you're crafting this song all week like, 'Oh yeah, this is good. This is going to get them.' And then, the reaction [is not great]," Rose said. "It is really hard."
Even as she wiped away her tears, she tried to remain positive about her experience on the FOX reality show.
"I just want to make sure people don't see that it gets to me," she said. "I want to smile even though I want to cry."