Fegan and White had been in the bottom two after audience and judges' scores for Monday's classical night performances were combined. In a last-ditch effort to remain in the competition, they danced a rumba simultaneously for judges Len Goodman, Carrie Ann Inaba and Bruno Tonioli.
Judges commended both for doing a good job, and seemed torn, but all three voted to save Fegan.
"For me this duel is cruel … I'll tell you what, these two couples came out and you gave it your all," Goodman said.
Both stars had showed great promise at the beginning of the season but seemed to struggle as the competition progressed. They have previously been in the bottom two with other low-scorers and have saved themselves by winning the dance-off.
White, who is best known for having starred as the lovable geek Steve Urkel on the sitcom "Family Matters," and his partner, Kym Johnson, both smiled and congratulated Fegan.
"I'm going to tell you a secret. I really only thought I would last three dances in this competition …," White told co-host Tom Bergeron after the judges announced their decision, "so to get this far, I've made incredible friends, the fans have been incredible, I love Roshon Fegan, I'm happy they saved him."
Tonight's show featured a live performance by singer Gavin DeGraw, who also competed this season but was eliminated earlier.
In addition to Fegan, returning next week to compete are "Extra" co-host Maria Menounos, NFL player Donald Driver, Welsh opera singer Katherine Jenkins, actress Melissa Gilbert and telenovela star William Levy.
Along with DeGraw, tennis star Martina Navratilova, actor Jack Wagner, talk show host Sherri Shepherd and singer Gladys Knight have already been booted this season.
The final three celebrities and their pro dance partners will battle it out for the mirror ball trophy.