The singer and her partner Brendan Cole found themselves in the bottom two with boxer Audley Harrison and Natalie Lowe in the results show after the judges' scores were combined with the public vote.
The pair danced a Tango to Prince's Kiss and received high praise from Dirty Dancing actress Jennifer Gray, who stood in for head judge Len Goodman. She said: "Well, how gorgeous are you. That was phenomenal."
"I was really looking forward to seeing you dance and I was not disappointed. I just have one question - I don't know what they're putting in your porridge but I want some.
"I loved it. I mean, I know we have little slip-ups, but all-in-all I couldn't help but love everything about you."
However, Craig Revel Horwood and Bruno Tonioli were more critical of the routine.
Craig said: "The head and neck placement for me was very, very poor. You were looking down an awful lot, I know Brendan has told you about that.
Bruno said: "You drive me crazy. You started so well, the queen of mean with a heart of stone, looking at him as if he smelled."
"That is right for the tango. But then what happened, it started going. Gone. Lost it."
"And then just the frame went, no the frame went, he was just dragging you around at the end."
Lulu described her time on Strictly as "a lifetime's very special experience" and said she "would never have missed it for a moment".
Brendan added that he would be sad not to dance in the competition next week but said his partner had been "great".