The 39-year-old athlete was eliminated from the ABC dance competition Tuesday.
"It's hard to do," he said. "I made a shot at it."
Liddell and his professional partner, Anna Trebunskaya, earned praise from the judges for their entertaining country two-step Monday, but the pair collected just 17 points out of 30 for the performance.
"You not so much danced but raided the two-step," judge Bruno Tonioli said. "You bring carnage and mayhem to everything you do."
Head judge Len Goodman cited the "novelty value" of the mixed martial artist donning dance shoes, "but your quality of dancing isn't there."
Though the couple never topped a score of 19, Trebunskaya said Liddell made her proud each week.
"You are my bear and you are my hippo," she said. "I loved working with you."
Viewer votes are combined with judges' scores to determine which contestant is eliminated each week.
Shakira also appeared on Tuesday's show, performing her hit "Hips Don't Lie" and her new single, "Did It Again."
Ten celebrity contestants remain on the ABC dance-off. Each is set to perform two dances on Monday.