Last night, Jay was voted off the show after ending up in the bottom two with Stevi. With the judges unable to make a decision, the vote went to deadlock and Jay was sent home after receiving the least amount of public votes.
Following the results show, Stevi, who has previously acknowledged being called a 'joke act', responded to messages via social media suggesting he should have been the one to leave.
Speaking to Reveal this morning, Jay says Stevi deserves his place in the competition.
"If I'm being honest, as a viewer I would have been Stevi all the way," Jay tells us. "I'd be like '#BelieveInSteve!' He's so much fun for the show and he's a great performer. I think you need that.
"I do think he's better than me for the competition. He's a lovely, warm hearted man that deserves to win in life."
The former Royal Navy fitness instructor says he and Stevi had the closest bond in the house.
"We're like brothers in that house and we've been together since bootcamp," says Jay. "We became a real support system for each other. In a weird way it's quite apt that I go out to my best mate in the competition. I love the bloke."
However, Jay did say that he is worried Stevi will get "upset" by negative comments, as he had to console Stevi last week after Paul Akister was voted off.
"I'm a little bit worried he's going to be upset," Jay continues. "Last week, he got a bit of s**t on Twitter. He reads everything and he gets upset and he gets affected by it. I was telling him that he can't think like that.
"We're getting the best of Stevi and I hope he goes on to have so much success and love from everyone."
Now that Jay is out of the competition, who is he backing to win?
"I can't call it. I think Fleur East is an absolute superstar. I hope she wins it, or Ben Haenow, he's lush. Ben's such a lovely lad and he's an incredible talent as well."
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Watch Jay's exit below: