"Big Brother" stars Derek Xiao and Claire Rehfuss may not have won the reality TV show but they won each other's hearts during Season 23.

The couple confirmed in an interview Thursday that they began to feel the connection between them while in the "Big Brother" jury house this summer.

"I think that we both really felt the chemistry once we got to jury house and could really connect with each other," Rehfuss, 25, told Us Weekly in a joint interview. "We would stay up late talking every single night, and we just really developed a bond," she added.

Xiao recalled how he stayed up all night talking to Rehfuss and noticed that they had a strong connection and chemistry.

"I remember the first or second night that she was there, we stayed up all night just talking until 5 a.m," he told the outlet. "That happened every single night for the first, like, five days. That’s when I started really thinking like, ‘Wait a second, why didn’t this happen in the house?'" Xiao added.

While the couple said they were not dating during the show, they did admit that they were always attracted to each other. Xiao told the outlet that from the first week he knew Rehfuss was his "type" of girl but he never allowed himself to explore their relationship beyond friendship.

"I mean, you saw what happened to Alyssa [Lopez] and Christian [Birkenberger] week one," he explained. "For me, despite getting taken out very early on (laughs), I did want to win that game. … I knew that if I let myself, I would just fall for Claire in the house," he said.

Rehfuss explained how easier it is to understand a person off-camera and said, "You can really be vulnerable and you can really be open and really talk about a lot of things from your life," she added.

Xiao took to Instagram Thursday to share a sweet photo of him and Rehfuss. He wrote in the caption, "Expect the unexpected?" before thanking fellow contestants for keeping their relationship a "secret."

Rehfuss, on the other hand, shared a black and white photo of her and Xiao. "The absolute best thing to come out of the most stressful 3 months of my life," she captioned the photo.

"Big Brother" Season 23 started on July 7 and the last episode of the season aired on Sept. 29. Xavier Prather won the reality show.

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Should plans stay as they are, Derek F., Azah, Xavier, Kyland and Hannah will remain in the "Big Brother" house for the second double eviction. CBS