The couple had been due to compete in tonight's BBC One live final, but after TV presenter Odudu damaged the ligament in her ankle earlier in the week, she was advised by doctors that it was just too risky to take part.
Speaking on Strictly: It Takes Two on Friday a few hours after announcing their sad news, both Odudu and Widdrington cried as they explained what had happened.
A tearful Odudu said: "It wasn't the way we wanted to come out.
"Do you know what, we had the best time and on Monday we rehearsed and we were just excited like, 'Right, we're going to do the jive, we're going to do the Charleston, what a way to end our experience.'
"My ankle's given way and my ligament has ruptured and it's just not going to happen. We're gutted because we were ready to smash it."
Odudu, who revealed she had even asked whether it would be possible to dance in her moonboot that has been fitted to support her ankle, added: "This isn't the way that we wanted to go out, obviously, but even just looking back at all of those moments, it's just been an absolute pleasure dancing with Kai every single week, so thank you."
Widdrington is competing as a pro dancer in Strictly for the first year, having previously worked on Ireland's Dancing with the Stars.
He also cried as he said: "It wasn’t [meant to be] and we were really hoping that we were going to get over the line and get into the final and dance in the final.
"We had two very energetic dances – the Charleston and the Jive – and we were like ‘if we can change them, maybe we can do something’, but the injury was just too bad and at the end of the day, AJ’s health is number one concern.
"So although we won’t be dancing in the final, we earned our place in the final."
Watch: Strictly 2021 stars share most stressful moments on the show