Ex-glamour girl Katie, 36, made a surprise entry to the house on Friday night as a replacement for Jeremy Jackson and Ken Morley, who were both kicked off the show by producers.
Alexander spent two days getting to know Katie before deciding on Sunday to leave the show.
In his first post-exit interview with Emma Willis, the soul singer said of Katie: "Even with her fame and notoriety, she is so down to earth. I was honoured to be in her presence."
He added that the mood in the house changed following Katie's arrival "for several reasons", saying: "She is lovely. I'm feeling her but she came in and held court quick!"
Alexander, 16, jokingly called Katie the Queen Bee of the house.
He also said he and Katie had discussed recording a song together once CBB comes to an end. We would LOVE to see that happen!
Meanwhile, Katie's brother Danny, who is running her Twitter account while she's in the house, has said the model will be disappointed for Alexander to have left early.
A tweet from Katie's account read: "It'll be a big shame if @AlexanderO_Neal has left #cbb house as I know Kate loved his music & looked forward to getting to know him properly."
CBB stars without make-up!
Copyright: Channel 5