The war veteran suffered serious burns after his Humvee drove over a landmine while serving in Iraq in 2003.
He achieved two perfect scores with professional partner Karina Smirnoff on last week's live performance show, impressing with both his waltz and insta-jive routines.
Speaking on The Tonight Show with Jay Leno, he said: "It's amazing for me to watch that footage back. When I was initially injured I didn't know how to walk, they had to teach me how to walk again. My doctor said it would be a long time before I was able to run or do anything like that...
"So for me to be dancing on Dancing with the Stars is beyond my expectations."
As for who he thinks is his biggest competition among the remaining competitors, the All My Children star joked that he was more concerned about the judges.
He added: "Ricki Lake is doing a great job right now, but Rob Kardashian is coming up and Hope Solo is still in the game. Everybody is doing a great job. But I know Ricki really wants it too... I'm having a ball right now, I'm having a great time."
Dancing with the Stars continues tonight (Monday) at 8/7c on ABC.
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Watch JR Martinez on Jay Leno below: