The attorney and TV personality was dismissed from the ABC ballroom competition Tuesday, one week shy of the show's semifinals.
Grace said she's proud of all she accomplished on the show, but she credited her professional partner, Tristan MacManus.
"It's been all Tristan from the get-go," she said. She thanked the show's crew, her family, "and especially you, Tris. Thank you."
Rehearsal footage of Grace and MacManus shown throughout the past several weeks revealed the couple frequently butting heads.
"That was nice," replied MacManus, who was newly featured on the show this season. "Thanks for being very welcoming to me and also to Nancy. ... We can't be disappointed to make it this far. From the start, we always said it's not about being the best, it's about doing your best."
Grace came into Tuesday's episode in last place with 44 points out of 60. On Monday, judge Len Goodman compared her to Cinderella.
"You've come to the ball," he said. "It's midnight and it's time to go home."
Judges' scores combined with viewer votes determine which contestant is ousted each week.
The four remaining celebrity dancers -- reality star Rob Kardashian, actor and Army veteran J.R. Martinez, TV personality Ricki Lake and soccer star Hope Solo -- will compete in the semifinals Monday.
Grace joins seven previously ousted contestants: actor David Arquette, activist Chaz Bono, singer Chynna Phillips, actress Elisabetta Canalis, basketball player Metta World Peace, and TV personalities Kristin Cavallari and Carson Kressley.