The 42-year-old, who was voted the favourite contestant by Digital Spy readers this week, told People that he is "surprisingly doing all right" after being sent home by his coach Christina Aguilera on Monday.
"It was kind of a feeling of melancholy," Campbell said. "I did not want to go home - definitely. But I believe everything happens for a reason. So whatever reason [Aguilera] had for making this decision, I respect it."
Campbell added: "I got so much unexpected love from the public. I'm grateful. I look forward to watching development of the other artists."
Campbell also revealed that he "did what [he] felt God was directing [him] to do" when he chose Aguilera as his coach, and said: "I know that this isn't the end. I know that there are no mistakes."
Jordis Unga was also eliminated from the contest on Monday, while Ashley de la Rosa and RaeLynn were sent home from The Voice during last night's show.
The Voice continues Monday at 8/7c on NBC.
> The Voice quarter final results: Live blog
> The Voice Jordis Unga: 'I'm not mad at Blake Shelton for elimination'