"Kirstie and I, we really became close and I'm rooting for her," Wilkinson said on "Good Morning America" today.
Wilkinson and professional partner Louis Van Amstel danced a serious tango in the competition's seventh week, earning 31 out of a possible 40 from the judges, but didn't escape elimination.
"I did something that I never thought I could ever do," she said. "The bar was set so high before I even set foot on the dance floor so it was so hard to meet those standards. I gave it the best I could. I had so much fun."
The former Playboy bunny and "Girls Next Door" alum had no problem with sex appeal during the competition. She mastered sexy numbers such as the samba and rumba, pulling out moves like booty-shaking and shimmying that wowed judges and audiences.
"This is a once in a lifetime thing. I really wanted to get out there and make a moment. And I made a couple of them," she said on "GMA." (During the samba, the star "made a moment" when she shook her booty on top of the judge's table, to judge Len Goodman's delight).
But when it came to elegance, Wilkinson stumbled.
This week was Ballroom Greatness Night, where dancing legends coached the contestants on their numbers. There was also a group competition, where the remaining couples were split into two teams led by Hines Ward and Chelsea Kane, who had been at the top of the leader board. The teams' cha-chas to songs by Lady Gaga and Kesha left them in a dead heat with 30 points each, making the individual performances all the more important.
In Monday night's tango, Wilkinson finally seemed to nail the tough choreography. "You never looked so elegant and ladylike and sexy," judge Bruno Tonioli said.
"I am so proud of you," judge Carrie Ann Inaba said. "It was just the most beautiful I've seen from you."
Wilkinson was graceful when it came to her exit Tuesday night, thanking her professional partner, Van Amstel.
"This was such a great experience, but honestly I'm so happy to get back to being a mother," she said today on "GMA."
Wilkinson is married to NFL player-husband Hank Baskett, and has one son, Hank IV.
Five couples remain in the heated competition, including contestants Kane, Ward, Ralph Macchio, Romeo and Alley.
"Dancing With the Stars" airs Monday night on ABC.