The surprise double eviction took place on Monday’s (30 November) episode, in the final week of the competition.
“It’s been absolutely amazing,” Derbyshire said. “It was incredible.”
“We had a scream, we laughed, we cried… I did not miss those luxuries,” she added.
“We’re sad to go, but we’re happy to go as well,” Coronation Street star Callard said, when Ant and Dec asked her about her experience.
“I don’t know [how I coped],” she said. “I still feel I’ve got no survival skills. You sort of just… do it, don’t you?”
Earlier, Ruthie Henshall became the second campmate to be evicted on Sunday night’s (29 November) episode.
The West End star seemed relatively happy to leave, as she kissed her fellow campmates goodbye and said: “I get to see my girls.”
She told Ant and Dec: “I can already taste my hamburger.”
Henshall’s eviction followed that of Paralympic champion Hollie Arnold, who received the least votes on 27 November.
"I tried my best and loved every second of it," Arnold said. “But my bra and knickers have to go in the bin.”
I’m a Celebrity continues on Tuesday 1 December on ITV.