Despite her partner's premonition coming true, Maria Menounos says, "When we finished last night, I was so happy"

Credit: Adam Taylor/ABC

Coming in first place with 59 points out of 60 after two performances on Monday night’s Dancing with the Stars clearly didn’t make Derek Hough and Maria Menounos a shoo-in for next week’s finals – and no one saw Tuesday’s elimination coming better than Hough, himself.

“Derek told me, ‘Babe, I think we’re getting eliminated tonight,’ ” Menounos, 33, told PEOPLE backstage after she was dismissed from the show. “And I said, ‘Really? You think so? I don’t think so.’ And he [insisted we were], so I said, ‘All right, cool, I’m going to prepare.’ ”

But there were no tears shed when the dancing duo received word that Hough’s prediction was spot-on.

“When we finished last night, I was so happy,” the TV host explains. “I was over the moon. And I [told Derek that] I did what I had to do. I told him whatever happens from [this] point on, I’m proud of what I did.”

Derek, 26 – who says he had a hunch they’d be sent packing based on “the way judges were scoring things” – couldn’t be prouder of his partner.

“Last night was so fun,” he says. “I felt like that was it. Like that was [Maria’s] night. She kicked butt. She got five 10s. That was her moment.”

Although the competitive couple originally hoped to win the competition, they’d prefer their early elimination than be sent to the finals and not place first.

“The finals are really stressful and really tough, and to be that close – that’s harder,” Hough says. “[We] went out on such a high note.”