The 26-year-old Olympic swimmer became the sixth celebrity to be voted off the BBC dance contest on Sunday night. He admitted the pressure of the show got him, coming on the back of the Tokyo Olympic Games in July this year.
Peaty said: "I didn’t know how much it meant to me until I got a bit emotional after my dance-off; however, I don’t think it was the dancing that pushed me over the edge, but the two years of the constant challenge with myself combined with the energy to win the Olympics and becoming a father at the same time. My emotions are one of my strongest attributes and I’m not ashamed to show that I’m human.
"It’s crazy to me because I thought I was “ok” but I am not. We all have to wear a piece of armour to get the job done and it wasn’t until this week that I knew I could let it go. I’m still healing from the trials and tribulations that elite sporting athletes go through but with that I’m also adapting and learning from life."
The Olympic Gold-medalist said he is "grateful" for his time on the show, which he called "incredible".
And he thanked professional dance partner Katya Jones, saying: "I don’t have enough positive words for you and what an amazing person and dancer you are."
But he added: "For the people who tried to bring us down throughout the show, please challenge yourself to be better. The world needs much more positivity and truth.
"Time to get some rest (although my book launches this week!!!) I’ll come back the strongest version of the real me and I can’t wait to start racing again!"
Peaty lost out in the dance-off to children's TV chef Tilly Ramsay.
After the judges chose to save the 19-year-old TikTok star, Jones said she did not think Peaty deserved to be going home so soon.
She said: "After the dance-off, I looked at him and he had tears in his eyes. Someone who’s an absolute unbeatable machine that we see defending his titles for seven years non-stop, being emotional about dancing."
Peaty competed in the Tokyo Olympic Games in July this year, winning two Gold Medals and setting a World Record for the 100 metre medley relay race, before signing up for the BBC celebrity dance contest.
He had previously admitted he was feeling the strain of being in the public eye following speculation that he "almost kissed" pro partner Katya Jones at the end of their passionate Argentine Tango in Week 4.
Peaty – who has a 14-month-old son with girlfriend Eirianedd Munro – tweeted: "My favourite dance so far. Thank you to everyone who has sent supporting messages! I loved it.
My favourite dance so far 🇦🇷 Thankyou to everyone who has sent supporting messages! I loved it 🙏🏼 To everyone who wants to see what they want, your comments have real life consequences. I will not be overcome or lowered by your gossip. Protect your energy ⚡️🖤 pic.twitter.com/qa8TamcNDY— Adam Peaty MBE (@adam_peaty) October 17, 2021
"To everyone who wants to see what they want, your comments have real life consequences. I will not be overcome or lowered by your gossip. Protect your energy."
The 26-year-old Olympian – who met Munro when he was training at Loughborough University where she was a student – was shown moving his face close to Jones at the end of their dance on Saturday night as he swept her backwards into a hold, before quickly adjusting his pose.
His girlfriend Munro has already made fun of the speculation that Peaty had been about to kiss Jones on live TV with a video posted on TikTok.
Watch: Adam Peaty's girlfriend reacts to that 'almost kiss' on Strictly
In a parody video she pretended to cry to camera, writing: “Watching your boyfriend almost kiss another woman on live TV.” She then threw her head back dramatically adding: “Finding out 10 million other people also watched it live.”
During the 2018 series of Strictly, Jones, 32, was pictured kissing her celebrity partner comedian Seann Walsh last year while enjoying a night out between rehearsals.
She and Walsh both publicly apologised but were voted out of the BBC dance contest a week later.
Jones split from her husband, Strictly pro dancer Neil Jones, 39, in August 2019.
Watch: Who is Strictly's Adam Peaty?