Johnny Damon compares 'DWTS' elimination to missing out on the World Series

Jamie Anderson and Johnny Damon can go back to skiing and baseball.

"I have been knocked out of the playoffs in the first round, so it kind of feels like that -- it's a gut check," Damon said today on "Good Morning America." He and his partner, Emma Slater, were sent home after performing a foxtrot to John Fogerty's hit "Centerfield."

"Everybody brought their A-game yesterday so you can't be too disappointed," he said, adding that his children are excited to have him back.

"It was really fun from where I started two weeks ago to being able to perform last night -- I'm really proud of myself," Anderson said. "It does suck to get sent home first, but I'm kind of excited to go to the mountains."

"Being in the bottom three with Sasha yesterday was devastating for me because instantly you know this isn't going to end well and I just love competing with him," she said. "It feels different because I'm on both teams so I've got me and Johnny, but also on Sasha and Tonya's team."

"I really hope that he goes all the way. I'm backing him. I'm his biggest fan basically and glowing as a newlywed," Slater gushed.

"Dancing With the Stars" returns next Monday night on ABC.