The 27-year-old teacher said the American pop star, who mentored the contestants for one week, disliked him for singing I Didn't Know My Own Strength, which is yet to be released in the UK.
Asked who was his least favourite celebrity guest on the show, Danyl said: "Whitney absolutely hated me."
He then added, sarcastically: "She loved the fact I was singing a song she hadn't released yet."
He went on: "She was actually still quite nice but sort of didn't like the fact I was singing the song, but there you go. That was the worst one."
He later clarified: "I was singing a song she hadn't released in the UK yet so she wasn't very happy."
His remarks came prior to a secret gig in London, held by X Factor sponsors TalkTalk, where the four remaining contestants - Danyl, Stacey Solomon, Olly Murs and Joe McElderry - sang for a select group of fans.
Danyl also addressed criticism he has faced throughout the competition, which includes suggestions that he was arrogant.
He said: "At the beginning when I first auditioned it was a bit massive and over-hyped so I think it's balanced itself out. I'm back in the middle and that's fine. The other contestants have been really sweet about it."