The 27-year-old, mentored by Simon Cowell, left after getting the least public votes.
Joe McElderry Olly Murs, Stacey Solomon will now fight it out in next week's final.
Danyl, who has been accused of being temperamental and a bully during the live shows, said: "I might have gone out in the semi-final but I've gone out to some of the best people I've ever met."
Mentor Simon Cowell said he was "genuinely upset" at his exit.
Bookmakers have made Joe 1-3 favourite to win after Danyl's exit.
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