The 37-year-old, who announced his shock departure in March after seven years, confessed he came close to making a surprise U-turn and returning to the professional lineup. However, the professional dancer "didn't want to look like an idiot".
"There were a couple of conversations about it, like, is it worth talking about it?" he told The Sun. "But then I thought, 'I've just made this big announcement. I don't want to look like an idiot.'
"We're having a constant conversation, and at the moment I feel I've pretty much done everything there is to do on the show."
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Kevin's exit came a year after he lifted up the glitterball trophy with now-girlfriend Stacey Dooley. At the time of his announcement, the dancer expressed his gratitude for being able to take part in the hugely popular series.
"The past seven years have been some of the most wonderful years of my life," he said. "I am grateful to the BBC and Strictly Come Dancing for giving me the opportunity to have been a part of something truly special.
"Since first being called 'Kevin From Grimsby' by Sir Bruce Forsyth in 2013 I have experienced the highs of 5 finals, winning a Guinness World record on It Takes Two, the Strictly Arena tour glitterball and then the ultimate of winning the 2018 series with Stacey Dooley."
Kevin and Stacey Dooley won in 2018
He added: "After finishing last series with the Children in Need trophy and the Christmas Special I want to leave on a high and have therefore decided the time has come to move on and focus on other areas of my life and career."
Kevin was due to tour the country in a stage adaptation of Strictly Ballroom, however, the show has been postponed to next year due to the COVID-19 pandemic.
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