"There's no way my dance career ends now," he said.
Before her name was announced, Seles said being the first woman to leave the show "would be really hard."
"I'm not used to losing," said the nine-time Grand Slam champ. Judge Bruno Tonioli acknowledged that her tennis prowess didn't translate to the dance floor: "You're not a performer, and it's hard for you."
Still, he called the 34-year-old athlete "a legend." "Somebody of your stature being here with us really is a privilege, and you threw yourself (in) at the deep end," he said.
The show's first double-elimination round also featured a Cirque du Soleil-style acrobatic dance performance and two live songs by tween fave the Jonas Brothers. The pop-rock group played a cover of a-ha's 1985 hit "Take On Me," which was released before the trio of brothers was born, and the new song "When You Look Me in the Eyes."
The remaining competitors include radio host Adam Carolla, pro football player Jason Taylor, Olympic skater Kristi Yamaguchi, R&B singer Mario, and actors Steve Guttenberg, Shannon Elizabeth, Christian de la Fuente, Marlee Matlin, Priscilla Presley and Marissa Jaret Winokur.
Each will perform the tango or jive on next week's show.