The group were forced out of the competition after claims they had already signed a management deal, against the rules of the show.
Speaking to DigitalSpy, the boys admitted: "It was a huge knock for us. We'd done this for three years and we've always just kept hoping we'll get something out of it.
"It means everything to us and music is the biggest thing in our lives.
"Leaving The X Factor was probably one of the darkest stages of our lives. There were some really dark days for us... It was probably our families as well as each other that kept us going."
The boys - made Jayme Kontzle, Craig Worsley, Dean Kelly and Kris Evans - quickly got back on their feet and auditioned for Britain's Got Talent, where they were seen at the weekend getting four yeses to proceed to the callbacks.
They added: "When we did X Factor Simon Cowell wasn't on the judging panel. So I think Britain's Got Talent has worked out a lot better for us.
"A thing that record labels always say to us is, 'How big are you on the internet?' and we're not really big at all the online stuff. They wanted us to already have a fanbase. Everyone was saying, we had potential, do more gigs and get your own following. They are only interested if you are the finished product.
"So we need a show like Britain's Got Talent."
Britain's Got Talent continues on Saturday night on ITV1.