The 'Karate Kid' star and his professional partner Karina Smirnoff found themselves in the bottom two alongside Kirstie Alley and Maksim Chmerkovskiy before being told they hadn't made it through to next week's final.
After receiving the news, Ralph - who finished bottom of the leader board on Monday night (16.05.11) - said: "The fans have driven us through every week. It inspired me and I love that. I am overwhelmed.
"I did the show, thanks to 'Dancing with the Stars', thanks to my friends and family."
He also praised his partner Karina, describing her as the best teacher he could have asked for.
He said: "Karina, you have inspired me in so many ways with your heart, your talent, your class, your integrity as an artist, and even more so as a human being. I am proud to have been your dance partner and even more proud to be your friend."
The three finalists will each perform two dances before the champion is crowned on Tuesday (24.05.11).