It was announced on Sunday's show that Heather would no longer be in the competition after earlier crashing into a fence while skiing, injuring her thumb and knee.
Explaining the injury, Heather told host Davina McCall "I went down the ski cross on a test run, they said to go slowly and I just blew out the gate, bust my thumb and bust my knee. It's a ligament problem and this is a rupture of the thumb. It was just bad luck.
"I could be back in a few days, but then it's not fair on everybody," she continued. "I'm used to being busted, I'm fine it's no problem. It's been brilliant. I've done some brilliant jumps."
Heather's exit comes as Girls Aloud star Sarah Harding was also forced to leave the competition last week after she ruptured a ligament.
Heather originally took part in the 2015 series but she had to pull out following an injury. She was asked back this year as a replacement.
This current third series of The Jump has been plagued by injuries. Former Olympic swimmer Rebecca Adlington, Made in Chelsea's Mark-Francis Vandelli, Olympic sprinter Linford Christie and Holby City star Tina Hobley have all been forced to quit the show.
Additionally, gymnast Beth Tweddle gained serious injuries and needed neck surgery, and more recently Sarah Harding bowed out early due to injury.
The injuries this year, which have been more than previous series, have seen some viewers call for the show to end over fears it is too dangerous for TV.
In response, Channel 4 released a statement earlier this month, saying: "All winter sports carry some element of risk but in light of the number of injuries this year, Channel 4 asked producers to review safety procedures again. Whilst we are satisfied they, of course, meet safety standards, additional precautions like extra crash pads and simplification of some courses will be used."
Sunday's show saw Westlife star Brian McFadden eliminated from the show. The celebrities battling it out for final are Dean Cain, Tamara Beckwith, Ben Cohen, Tom Parker and Sid Owen.
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