The professional dancer dislocated his shoulder during rehearsals for Tuesday night's results show performance, but still took to the dancefloor with his sister Julianne for a jive.
Speaking to Entertainment Tonight backstage, he said: "My shoulder feels fan-flipping... painful! It's fine, it's okay.
"Even if my arm was in a sling and I had a neck brace - which has happened to me before - a cast on my leg, a broken nose, the show must go on and I shall do it with Ricki Lake!"
Hough added in a separate interview with E! Online: "This week [my shoulder] was bothering me a little bit. I had pain in my neck and I was overcompensating and it went into my shoulder. I'll be fine. It happens in dancing. You move on."
Hough and Lake earned the first 10s of the season for their tango on Monday night, performed to the theme song from Psycho as part of the show's movie-themed night.
Judge Len Goodman compared Lake to the US postal service by saying, "You always deliver", while Bruno Tonioli called it an "immaculate tribute to the master of suspense", and Carrie Ann Inaba said: "Pretty simple. Brilliance in the ballroom. Done."
Dancing with the Stars airs Mondays and Tuesdays on ABC.
> Dancing with the Stars - Who went home this week?
Watch more of Entertainment Tonight talking to the Dancing cast below: