The 33-year-old singer - who was the runner-up on "The X Factor" in 2010 - had been backing Martin Bashir before his elimination in week three and now believes former "The Only Way Is Essex" star Megan, 27, should emerge as the victor on Saturday's (30.11.19) final.
Speaking about her time on the reality show, she said: "It's embarrassing".
But Strictly's quarter final on BBC One drew an average audience of 9.4 million, according to overnight figures.
The show, which saw Karim Zeroual claim the first ideal score of 40 this series, was the most watched across all channels and of the series so far.
Megan's appearance on X Factor is not the first time she's shown off her musical skills.
Music mogul Cowell hoped to halt the franchise's falling viewing figures by refreshing the brand with two new versions - Celebrity and The Band.
Megan was mentored by Louis Walsh - it's the judge's second X Factor win after coaching Shayne Ward to victory in 2015.
Saturday night's show saw Jenny Ryan, Megan McKenna, V5 and Max and Harvey compete for the series crown - and that coveted Syco record contract.
It also featured the Pussycat Dolls in their first public performance in a decade.
Jenny Ryan added: 'It's been an unbelievable experience...this is going to sound corny but I think the real X Factor is the friends I've made along the way, ' before telling Nicole Scherzinger: 'You've changed my life, thank you so much'. I was growing up.