The trio - SeSe, Jeanette Akua and Rielle Carrington - will instead get a free pass to continue on to next week's show.
Footage of the 22-year-old in tears at around 5.30pm and struggling to continue was shown on Saturday night's programme.
SeSe was seen being tended to by the backstage crew before an ambulance was called, arriving with its blue lights flashing at the X Factor Studios.
Ambulance staff were then seen strapping SeSe to a gurney and loading her into the ambulance, where she was then taken to hospital.
Speaking about SeSe's condition, judge Gary Barlow, who is mentor for the groups category, said: 'The other two girls are devastated. We are all devastated. She's nearly six months pregnant so we couldn't take any risks.
'We've heard she's fine but she won't be on this stage tonight.'
And speaking to Caroline Flack backstage, Jeanette said the girls are just concerned about SeSe's wellbeing.
She said: 'We've never worked as hard as we have this week but sese's health comes first and we are just so blessed that we can continue to next week.'
Explaining just why they couldn't have continued to perform just as a duo, Jeanette explained: 'All three of us had lead verses this week and two hours isn't enough time to learn her part.'
Host Dermot O'Leary later told the X Factor audience that SeSe is 'doing well and resting at home'.
A statement from The X Factor read: 'SeSe felt unwell prior to the dress rehearsal and so as a precaution and because she is pregnant, she was taken to hospital this evening.
'As SeSe took the lead vocal in tonight's number, it was too late to re-work the performance as a duo, and therefore Miss Dynamix will not perform in tonight's show and will be given a bye through to next week.'
Shelley Smith was apparently concerned that she might not be able to perform after fainting following contracting a mystery virus.
A source told the Daily Mirror: 'Shelley had been complaining of feeling a bit ill all day. Then she went to run a bath and fainted.
'The doctor has told her to take it easy, but she’s quite worried because she’s performing Beyonce’s Single Ladies tonight. It’s a real belter and she knows she needs to put loads of energy into it to pull it off. She’s being very brave about it all though.'
In addition, Abi Alton also fell ill and vomited in the car on the way to rehearsals earlier this week.
Previously, SeSe insisted that her pregnancy hasn't stopped her working hard on her performances and she finds the complex choreography easier to master than her bandmates do.
She said: 'I'm actually doing the dances better than the other two. That's a sign - don't put down the mothers and pregnant women out there because they can do it just like anyone else out there.'
SeSe found out about her pregnancy on the day of her first audition but kept it secret from show bosses and her bandmates until the group were put through to the live shows as she didn't want to lose her place in the competition.
She told heat magazine: 'At first, I was scared it was going to jeopardise my place in the competition and then I didn't want to be stereotyped.
'I didn't want anyone to say, "Well she can't do it, let's give it to another group". I felt that if I could show them myself and then we'll see what happens.'
The group had been the favourite to be axed from the competition this weekend, with bookmakers William Hill offering odds of 13/8 that they would be voted off the show.
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