They were joined by Anita Dobson and Robin Windsor.
Tess Daly announced Robbie Savage and Ola Jordan were safe first, followed by Chelsee Healey and Pasha Kovalev, Jason Donovan and Holly Valance and Brendan Cole.
Claudia Winkleman then chatted to the judges about the stars' performances.
Len Goodman was impressed by Jason's 'fleckle' and Alesha Dixon explained why Chelsee was so amazing. Bruno Tonioli praised Anita Dobson but Craig Revel Horwood critised Alex Jones' technique.
Next Harry Judd and Aliona Vilani were told they were safe, with Russell Grant and Flavia Cacace.
It was a shock for everyone when Anita Dobson and Robin Windsor found out they had one of the lowest scores, along with Audley and Natalie.
'I'm dancing as best as I can, I think Anita danced great and deserves to go through,' Audley, 40, told Claudia.
And when he boxer found out it was the end of his time on Strictly, he hugged Anita and told her the same thing.
NEW PICTURES Strictly Come Dancing Stars arrive at rehearsals>>
NEW PICTURES Strictly Come Dancing 2011 - contestants' dance partners for new series revealed>>
SEE PICTURES Strictly Come Dancing 2010 contestants revealed>>
SEE PICTURES Strictly Come Dancing star Kara Tointon Style File>>
