The engaged couple had faced the double eviction alongside Gail Porter, Fatman Scoop and Janice Dickinson, and were shocked when it was Gail and Scoop who left the compound.
Trying to get his head around it, former X Factor star Stevi said: "I don't understand, babe. Gail has the whole of Scotland. And Scoop is so cool and popular... I am just shocked. I was more than ready and certain I would be going upstairs. I want to thank everybody who voted so far.
"It's just crazy thinking about it. Every time... and yet we are still here. Are people fed up with us?"
"Probably sick of us!" joked Chloe.
She added: "We have come 9th out of 14 so far. I was certain it was us. I can't believe people vote for us. What are they doing?! Three times! Three times they voted for us!
They celebrated their survival by leaping fully clothed into the freezing cold swimming pool in the Celebrity Big Brother back garden. As you do!