The eight-piece group, who were formed at bootcamp, say they are now looking forward to continuing their new journey as a group.
Stereo Kicks' singing dreams came to an end during Sunday night's results show after they found themselves in the bottom two alongside Lauren Platt.
With the judges' decision split, the vote went to deadlock and host Dermot O'Leary revealed that the boys - Barclay Beales, Chris Leonard, Casey Johnson, Jake Sims, James Graham, Tom Mann, Charlie Jones and Reece Bibby - would be going home.
Speaking to Reveal this morning, Casey tells us: "It was horrible. We thought we had done enough to get through but obviously it wasn't enough. What can you do? It's a competition. We wanted to win so bad. We didn't want to finish fourth or third, we wanted to win, so it's horrible."
The boys say their mentor Louis Walsh "broke down" in tears when he spoke to them after the show.
"Louis said we were amazing and he told us to keep working hard," says Jake. "He said he's got really high hopes for us, which was nice."
Casey adds: "Louis started crying. He was emotional. He said Simon made the wrong decision. Louis thought we had more potential but Lauren sang better than us. On the night we sang good, but she was better."
Despite their emotional exit, Stereo Kicks are hoping to use the platform to further their music career. Chris tells us: "We're staying together. We're not going anywhere. So far it's been amazing for us and we're going to stick around and do our best to come back bigger and stronger from this."
And despite auditioning as soloists all those months ago, it seems the boys are loving their new band dynamics.
"It's so much fun," says Casey. "If it was solo it would be boring. We've got four gigs coming up so we're all going to be together this weekend."
Stereo Kicks will also be going on X Factor's live tour in February 2015, and after that, it'll be a case of making those lifelong dreams a reality.
But just how will it work with eight band members living in different locations, and with Chris residing in Ireland? Tom declares: "Chris is going to be getting a lot of plane tickets!"
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