Brendan Cole admits 'It feels quite raw' after being axed from Strictly
The professional dancer, who is expecting his second child and joined the show at its launch in 2004, said he was not part of the "vision" for the future of the BBC One show.
Cole has famously sparred with Strictly judges over the years, and clashed with new head judge Shirley Ballas in the last series.
The 41-year-old joked to ITV show Lorraine: "Nobody will argue with the judges - I don't know who I'm going to hand the baton to."
Cole, who won the first series with newsreader Natasha Kaplinsky, said he had not been able make "much of a noise" on the show in the last five years because his partners had not had a lot of dance experience.
The New Zealand-born star, who alongside Anton Du Beke was the only professional dancer from the show's inception to remain on the series, revealed: "It's hard to talk about. The BBC haven't renewed my contract.
"They made an editorial decision to not have me back on the show. I'm in shock. I'm quite emotional."
Cole said he had enjoyed "15 incredible series".
But the "disappointed" dancer admitted: "It's very hard to talk about. It's just a recent decision, I've always known this day will come".
He added: "It's an editorial decision. I'll never know the ins and outs. I'm a very strong character within the show. I have my strong views. Some do, some don't (like it) ...
"I've been very lucky ... My passion is still very much there. I'll miss being a Strictly dancer ... It feels quite raw."
He joked: "I'm very sad to leave, to not be asked back ... However I'm available for weddings, funerals and bar mitzvahs."
Cole did not mention the judges but said of the dancers: "I'll miss my gang, the pros on the show, they're a phenomenal bunch. I love them to bits."
"They have a vision for the show and I'm not part of that vision. I would have preferred to have made the decision myself but maybe I would never had made it."
He said his recent "partners ... haven't been able to do what I've wanted to do. No disrespect to them.
"I haven't had one of the ones that had a bit of dance experience which you can really challenge, like in the old days when I was young and handsome."
Last year, Strictly judge Bruno Tonioli took Cole to task and told him he should be more respectful to new head judge Ballas.
Ballas and Cole had an awkward exchange following Cole's tango with Charlotte Hawkins, when Cole hit back as Ballas critiqued their routine and he told the judge: "I'm really sorry, but there was no rise and fall."
She told him to look back over the footage, to which he firmly responded: "I will, my dear."
A BBC spokesman said: "We'd like to thank Brendan for being part of the show since the beginning - winner of the first series - and for the contribution he has made to its success. We wish him all the very best for the future."
Last year, Cole and his partner Hawkins became the third couple to leave the series.