"No worries. We're good," the actress said, then turned and offered encouragement to the remaining contestants. "I made a lot, lot of wonderful friends. I wish you all continued success."
Fox ("Kill Bill," "Independence Day") and her partner, professional dancer Nick Kosovich, made a striking-looking pair but failed to executive their dance, the paso doble, with enough flair on Tuesday's show to please viewers.
The judges' scores put Fox and Kosovich in a tie for fourth among the eight couples, but when combined with the online and telephone voting the pair ended up in last place.
Among the top-rated celebrity dancers: actor-TV host Mario Lopez, whose paso doble was cheered on Tuesday by Eva Longoria of "Desperate Housewives," and pop singer Willa Ford, who performed an effortless waltz.
Also waltzing through to the next round was talk show host Jerry Springer, who'd expressed hopes of learning the dance for the December wedding of his daughter, Katie. Although the judges ranked his version near the bottom, he'd developed a fan base among viewers.
"He stepped on to the floor to waltz for one, but won the hearts of millions," intoned host Tom Bergeron.
Springer, 62, who's making up in punch lines what he may lack in ballroom style, struck a lighter note: "At my age we don't shake hips, we replace them."
Others advancing to next week's samba and rumba round were actress Monique Coleman, country singer Sara Evans, actor Joey Lawrence and former football player Emmitt Smith.
Wednesday's show included a performance by pop singer Nick Lachey, who has a family connection to the ABC dance show: Drew Lachey, who with his brother gained fame in the boy band 98 Degrees, won the edition that ended last February.