Steve, who presents Deadly 60 on CBBC, says "it's pretty crazy that the word 'bullying' was bandied around."
"It's not a word that should be used lightly and certainly not one that I ever used," he said.
The pair dismissed claims earlier this month and Ola's husband James Jordan attacked Strictly producers over it.
Ola has now said that she knows people will believe how it was reported by the Daily Mail even if it wasn't true.
"Yes they do think it's true," reflects Ola, "and it is hard being on a show for nine years and suddenly being called names, it's very hard".
Steve and Ola were in the bottom two on Strictly at the weekend and then lost the dance off so have now left this year's competition.
"It's been weird for me," says Steve, "that the job I do has very little press and tabloid attention and all of a sudden having all these stories coming out and not really knowing what to do with it and how to handle it has been probably the biggest learning experience of Strictly for me".
In a joint interview, Steve went on to say that "the best thing" to do when the bullying claims surfaced "was to show that we were unified, that we were together as a team and to make sure that we just carried on smiling and carried on dancing and carried on doing our thing."
"And in some ways not to dignify it with a response," he added.
"In other ways when it's decisively brought up to answer it as truthfully as we can and I think that we've done that and it will blow over."
If you've been affected by bullying and want to find out about the help that's available, go to The Surgery's homepage on the BBC Radio 1 website.
Follow @BBCNewsbeat on Twitter and Radio1Newsbeat on YouTube

A urine sample showed the Australian, who rode at Royal Ascot last week, had the appetite suppressant Phentermine in her system when tested on 11 June.
The sample was provided by Payne, 31, at the Swan Hill Cup meeting in Victoria.
Racing Victoria stewards in Australia will hold an inquiry on Thursday.
Payne has only just returned to Australia after she rode Kaspersky into fifth place in the Queen Anne Stakes at Royal Ascot on 20 June.
She was advised of the test findings and stood down from riding in races and trackwork by stewards on 23 June.
Payne made history in 2015 when she became the first female jockey to win the Melbourne Cup with Prince Of Penzance.
After her victory, she made headlines with her comment:  "I want to say to everyone else, get stuffed, because women can do anything and we can beat the world."
Her life story is being made into a film, produced and directed by actress Rachel Griffiths, who starred in Muriel's Wedding and Six Feet Under.
Payne made her Royal Ascot debut last week after serious injury ruled her out of the previous year's meeting.
She required surgery on her pancreas following a fall in May 2016 and spent a month in hospital.
Steve Backshall has spoken about his disappointment that it was reported he was bullied on Strictly Come Dancing by his dance partner Ola Jordan.
[NEXT_CONCEPT]
Michelle Payne, the only female jockey to win the Melbourne Cup, has been stood down from riding after testing positive for a banned substance.