The girl group were pictured on Wednesday in the dance studio with choreographer Brian Friedman and, despite being put through their paces, they were still all smiles.
Sharing the snap on Instagram, the girls gushed: "SUCH a fun day with the one and only Mr @brianfriedman, soooo excited for this weekend!"
Despite being sent home from Judges' Houses, Louis Walsh brought Four Of Diamonds back into The X Factor on Monday following Brooks Way's shock departure.
The duo, made up of twins Josh and Kyle, mutually agreed with bosses to leave the show following allegations that Josh had attacked and sent threatening messages to an ex-girlfriend. He denies the claims.
After moving back into the X Factor mansion, Four Of Diamonds promised to "make fans proud" in a video message.
Addressing their followers, band member Caroline said: "We're going make you proud and we're going to work really hard!"
This week, the girls and their fellow Live Show finalists will be taking on Motown hits in a bid to impress both judges and viewers at home.
Meanwhile, it has since been revealed that Four Of Diamonds were put together by producers after auditioning as solo singers.
An X Factor rep to The Sun:"Four of Diamonds did all apply for the show as soloists but didn't make it past the first stage. They were then invited to take part in a workshop to form a group, the group then had to apply again to enter the show."
The X Factor, 8pm, Saturday and Sunday on ITV
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