Steve, who presents Deadly 60 on CBBC, says "it's pretty crazy that the word 'bullying' was bandied around."
"It's not a word that should be used lightly and certainly not one that I ever used," he said.
The pair dismissed claims earlier this month and Ola's husband James Jordan attacked Strictly producers over it.
Ola has now said that she knows people will believe how it was reported by the Daily Mail even if it wasn't true.
"Yes they do think it's true," reflects Ola, "and it is hard being on a show for nine years and suddenly being called names, it's very hard".
Steve and Ola were in the bottom two on Strictly at the weekend and then lost the dance off so have now left this year's competition.
"It's been weird for me," says Steve, "that the job I do has very little press and tabloid attention and all of a sudden having all these stories coming out and not really knowing what to do with it and how to handle it has been probably the biggest learning experience of Strictly for me".
In a joint interview, Steve went on to say that "the best thing" to do when the bullying claims surfaced "was to show that we were unified, that we were together as a team and to make sure that we just carried on smiling and carried on dancing and carried on doing our thing."
"And in some ways not to dignify it with a response," he added.
"In other ways when it's decisively brought up to answer it as truthfully as we can and I think that we've done that and it will blow over."
If you've been affected by bullying and want to find out about the help that's available, go to The Surgery's homepage on the BBC Radio 1 website.
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Steve Backshall has spoken about his disappointment that it was reported he was bullied on Strictly Come Dancing by his dance partner Ola Jordan.