Harvey was the first out in tonight's final live show, exiting to large cheers from the live eviction crowd.
The Situation, Coleen, Julian, Ashley and Martin continue to fight it out to win the show.
Speaking to Big Brother host Brian Dowling after his exit, Harvey said: "The last four years have been tough. This show has done a lot, people see who I am and not what they read. They see the real me, this is all for my daughter."
Harvey insisted: "I'm gutted and I honestly think I've won by just making it to the final."
Harvey admitted he was "shocked" to find that Martin had nominated him, but said: "I respect Martin, so I'll take that one on the chin."
On Danica, Harvey said: "It's not personal but I don't like her games with men, she's a smart girl. She was playing a game with The Situation and Prince Lorenzo definitely.
"Prince Lorenzo was weak man, but what I respect about Prince was that he would come and chat to your face, but he got lured in."
Finally, Harvey said he wanted Julian out next and backed Ashley to win.