The group consisting of Sterling Ramsey, Kazeem Ajobe and Joey Thomas narrowly missed a place in this year's final when they were sent home during last night's (8 December) semi final results show.
But they remained upbeat during the customary post-elimination interview on ITV's Daybreak this morning, with Joey saying: "To be honest, the thing we're going to miss the most is probably Gary… he went from our mentor and turned into our best friend.
Sterling added they'd miss their fellow competitors, saying: "We've been through this journey, we all had something in common and that was music and artistry and from Boot Camp to judges' houses to here, we've all had the same journey."
Despite being knocked out of X Factor, the group have vowed they'll continue working hard to achieve their dreams of musical success.
Sterling asserted: "[We'll] disappear into stardom, number ones all over, platinum selling albums..."
He later said on ITV's Lorraine: "We want to live the dream, we want to conquer the world, tour, sell out albums, show the next generation and generations onwards that if you put your mind to it and work hard, you can achieve anything… I'm just hoping major labels are very interested in us."
Rough Copy were up against Luke Friend in the semi final sing off and were sent home after judge Sharon Osbourne sent the results to deadlock. (Gary had backed Rough Copy, as had Nicole Scherzinger, while Louis Walsh backed his act Luke.)
Luke will perform against Sam Bailey and Nicholas McDonald in next weekend's final.
As for who they want to win, Rough Copy said: "[We want] either of our little brothers to win, Nicholas or Luke. Luke has grown we've seen him grow every week he gets bigger and better [and Nicholas has] so much heart."
X Factor continues Saturday, 14 December on ITV.
Watch Rough Copy singing for survival on the semi final below: