Speaking to Lorraine, he said, "It's quite hard to talk about, the BBC haven't renewed my contract". They made an editorial decision not to have me on the show. "I'm in shock. I got a phone call". I'm very proud of the whole show.
Over the years Cole has partnered with Fiona Phillips, Kelly Brook, Lulu, Kirsty Gallacher, Anastacia and more.
I looked forward to seeing what he has to say to the judges, I looked forward to watching his antics in the Clauditorium and I looked forward to seeing the routines he created for his partners. My passion is still very much there. "We wish him all the very best for the future".
What an end of an era - he's been such an integral part of the show since it started 15 series ago.
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The TV star, who danced with Charlotte Hawkins previous year, added: "It's an editorial decision". As sorry as I am to not be asked back, I'm excited to see what the future brings'.
'I will still watch, I'm a big fan, I don't like the decision though'. I haven't had one of the ones that had a bit of dance experience that you can really challenge.
"I would have preferred to have made the decision myself, but maybe I would never have made it because I love being on the show".
He said his recent "partners ... haven't been able to do what I've wanted to do". No disrespect to them.
Last year, Strictly judge Bruno Tonioli took Cole to task and told him he should be more respectful to new head judge Ballas.
In his last series, the New Zealander teamed with Good Morning Britain presenter Charlotte Hawkins and was eliminated in week four.