The 56-year-old comedian and presenter was in the bottom two with partner Olga Sharutenko for the fourth time this series after he failed to impress viewers on Sunday.
He previously battled it out with Pamela Anderson, Anthea Turner and Joe Pasquale and admitted he had recycled his latest O Fortuna routine from earlier in the series.
"We had four routines to learn this week, so we're doing an old one with a few changes. This week has been a bit of a challenge - we've been doing six hours training a day," he explained.
Samia and rumoured boyfriend Sylvain Longchambon danced to the Clash's Should I Stay or Should I Go? to secure three judges' votes.
Karen Barber, Ashley Roberts and head judge Robin Cousins all voted to save the pair, with only Jason Gardiner saving Keith.
Karen said: "This couldn't be closer, they were both great performances", while Robin said: "Samia, you've proved tonight that you can skate. Keith, you have been a joy to watch but I have to go with my gut... I save Samia."
Jason was the only judge to criticise the actress, saying: "There were some mistakes and some timing issues."
Afterwards, Keith said he was glad to have taken part, adding: "I have loved every minute of it. It has been a fantastic experience."
He joked: "I can say that for a few months I was an athlete."
Last year he crashed out of the programme, when he fell and broke his shoulder and ribs.
Sunday night's show also saw the remaining contestants split into two teams, led by EastEnder Matt Lapinskas and Olympic gymnast Beth Tweddle for a dance off.
Matt, rugby star Gareth Thomas and Olympic gold medal-winning boxer Luke Campbell won after dancing to MC Hammer's classic U Can't Touch This, while Beth, Samia and Keith danced to Gangnam Style.
The five remaining contestants will be dancing with props next week.