Harman and his dance partner Katya Jones were left emotional during Saturday's live show as they discussed having to cut their time on the series short just hours before the weekend’s broadcast.
Reports said he suffered a rib injury in rehearsals while practising a jump.
Reflecting on his Strictly journey, the former EastEnders star said that his other half, Lucy Liemann, has been an “incredible” pillar of support throughout.
He told It Takes Two host Fleur East: “She's been incredible and very supportive and kept me going in a lot of ways - with a packed lunch or a cuddle or whatever.
“She's come to support us, every Wednesday she and my daughter would show up. I think she's proud of me and I think maybe there's a little element of, ‘Oh, you're better than I thought you were going to be’.”
Following his early departure, Harman added that he feels “blessed” to have her after painfully injuring his rib.
“But she has been a wonder really and continues to be today, she's looking after me today. I feel very lucky, very blessed,” he shared.
His comments come amid reports that the Strictly Come Dancing crew were“relieved” he has left the series, claiming that his “mood swings” would cause problems backstage.
According to The Sun, the Casualty star would “take himself very seriously” behind the scenes and his behaviour would create "bad feeling" with the crew.
A source told The Sun: “So obviously he's very emotional if things don't go as he hoped. That often means that he can be like a bear with a sore head backstage.
“Viewers got a glimpse of that when he received disappointing scores for their quickstep in Blackpool.
“The crew and pros on the show are like a close family and the celebrities are welcomed into that. But if someone upsets that long-standing dynamic it can create bad feeling.”
The source referred to the moment Harman - who also appeared in Downton Abbey - stormed off the stage after his disappointing results from the judges during the Blackpool show.
It came after his routine to Duke Ellington's It Don't Mean A Thing left the couple second from bottom with a score of 31 points out of 40.
In a video shared to social media, the star can be seen exiting the stage just seconds after cameras stopped rolling.
The BBC has since hit back at the claims, with a source telling the Mail Online: "It is always sad when a contestant leaves the show, particularly when an injury is sustained.
"Nigel will be well missed by those who have worked alongside him on the show and everyone wishes him the very best and looks forward to seeing him at the final on Saturday 16th December."