She was forced to leave the house after she heard the Big Brother mob chant "Get Roxy Out" during a live Eviction.
"We all know how something like that can stick on a man.I just wanted out".
Earlier this week, Ryan and former TOWIE star Lucy reunited after almost one month apart.
Ryan also revealed that the experience of being on Celebrity Big Brother was a lot harder than he had thought it would be - especially being bored while in the compound.
"That's all I can say but make sure you're tuned in on Friday night because this is going to change how the game is played".
His caption simply read, "HER" followed by a love heart emoji.
Ryan, who prior to the win was best known for playing Jason Grimshaw on Coronation Street between 2000 and 2016, had been the bookies' favourite for most of the series' 26-day run.
He said of this incident: "As it unravelled, it became bigger and bigger, then it scared me. I'm inviting all his friends round and I'm going to decorate it with balloons and banners".
Lucy has defended Ryan throughout his stint on CBB by encouarging fans to vote for him to win as well as defending him during the Roxanne Pallett controversy.
The 34 year old, who was crowned the show's victor on Monday night, was accused by fellow housemate Pallett of hurting her with a punch, which many viewers defended as play-fighting. I think she's got a lot to deal with at the moment and so have I. My priority is family, no offence to Roxanne.
In the video which is believed to have been shot by Ryan's girlfriend Lucy Mecklenburgh, Ryan and Scarlett share a long hug while he lifts her into the air and she wraps his legs around him.
Ryan struggled to speak after he viewed the footage and said: "I've not seen any of that back, I've not seen anything back".
And speaking of a positive future, Ryan recently opened up about his future plans with Lucy regarding marriage and babies. I don't really want to think about it in the negative.
One user wrote: "Just lovely!"