The Strictly Come Dancing professional left the house during Tuesday night's live eviction show after receiving the fewest number of public votes.
She had been nominated against John Partridge, Danniella Westbrook and Tiffany Pollard.
Kristina told host Emma Willis she was really happy to be out of the house - and insisted it wasn't fake happiness!
"Very genuine! It was what I was praying for the last couple of days. It got difficult for me in the house because the arguments became vicious. It's not my cup of tea at all, pregnant or not pregnant, it's not my game."
There was a twist to the latest nominations as instead of all housemates choosing who to put up for eviction, it was the survivors of the last public eviction who got to make a killer nomination each.
After learning they were safe on Friday night's live show, Stephanie Davis, Gemma Collins, Jeremy McConnell and Angie Bowie all had to choose one housemate that would be automatically put up for eviction.
Stephanie picked Danniella as she felt she was strong enough to cope with leaving, Gemma went for John as she disliked his behaviour towards Darren Day in the house that week, Jeremy opted for Tiffany as he had bonded with her least, and Angie chose Kristina, but ran out of time to explain why.
Kristina admitted she was surprised by Angie's nomination as she felt she was an ally to Angie in the house and had always treated her with respect.
Kristina has been a relatively low profile character in the house. Her biggest moment was just two days into the series when she announced her pregnancy to the housemates - and the public!
Gathering everyone together, she had said: "There was something [that] happened in my life before I came into the house over Christmas … and obviously I thought it's very private news, you know, but because we are living as one family now and everybody is sort of supporting one another now, it happened to be that I found that my boyfriend and I are going to have a little one."
It's her first child with rugby player boyfriend Ben Cohen, whom she met when they were partnered together on Strictly.
Yesterday, the pro dancer judged a tango competition, rating the celebrities as they attempted the sexy dance. She eventually chose Stephanie and Jeremy as her winners.
Kristina is the third celebrity to be evicted.
The first to go home was politician Winston McKenzie, followed by Italian lawyer Nancy Del'Ollio.
A further three housemates have chosen to quit the show: Kim Kardashian West's best friend Jonathan was first to go, saying he felt claustrophobic, followed by David Gest and Angie Bowie who both left for medical reasons.
CBB airs at 9pm on Channel 5.
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