The singer was in the bottom two in the first week of results but an injury meant she was unable to dance again.
As a result, it was decided to cancel the dance off and revert back to the public vote, where Melvin Odoom left.
It was a controversial move and it sounds as though Anastacia expected a bit of a backlash this week.
She told It Takes Two: "I totally thought we were going in [to the Dance Off again]. I was like, 'OK, what moves do we have to clean up.
"Because we're like the bottom feeders, I thought that was just who we were."
Her pro partner Brendan Cole agreed: "We were like, 'Yeah, it's us. Get on with it'. But what a great feeling!"
Chatting to Zoe Ball on BBC Two, Anastacia continued: "I was super grateful that people voted for us, so I was even more happy.
"I was like, 'oh my God, there's a few people out there that like us!'"
It's now week four and the pair will be dancing the always tricky Rumba next.
After only an hour of training, Anastacia gave her view on how it was going: "I do know that it's a very passionate dance and I feel it because our first dance was the Cha Cha - It's a slow but passionate Cha Cha."
"It was fluid and lovely, I'm expecting nice things," Brendan added.
Strictly returns to BBC One next Saturday and Sunday night.