Big Brother’s Rachel Reilly on Her Shocking Elimination: ‘I Wish I Did Have a Second Chance to Save Myself’ (Exclusive)

Rachel Reilly has now played Big Brother three times. Three very eventful times.

After 2010’s Big Brother 12, she walked out of the BB house and into jury with a reputation as one of the most exciting — and quotable — Houseguests to ever play the game. In 2011’s Big Brother 13, she left the BB house a winner.

And just this past week, following her sudden departure from Big Brother 27 after losing an unexpected competition twist, she tells PEOPLE she’s leaving being “extremely proud” of the game she played this season.

“I was never nominated, never evicted by a vote, so I guess I made Big Brother history in a different way, which is not the ideal way that I would’ve liked to make Big Brother history,” she adds of her gameplay this season. “I would’ve preferred to be the first two-time Big Brother winner, but here we are.”

Indeed, Rachel’s hopes of becoming the first two-time Big Brother winner this season came to an official end when the Sept. 9 episode of CBS’ hit reality competition show aired, showing her exit the game after being unable to complete a maze in the Mastermind’s shocking “White Locust” twist.

Without a chance at a Veto, a BB Block Buster or a vote among her fellow Houseguests.

The challenge required Houseguests to complete a maze — dubbed the “hamster wheel of death” by Reilly — within a specific, and diminishing, time limit. The competitor who didn’t would be immediately removed from the game and “sacrificed to the White Locust,” which was Reilly’s fate, making her the first member of the Big Brother 27 jury.

Below, Reilly looks back on her relationship with this season’s “newbies,” what it was like being the sole returning vet this season, what makes a Big Brother legend and her 15-year Big Brother journey.

PEOPLE: You used the term “newbies” a lot this season, but who did you see yourself (or your “newbie” self from season 12) the most in, in terms of the remaining houseguests? And why them?

RACHEL REILLY: Yeah, I use the word “newbie” a lot.

Honestly, I think I … was very competitive and I was in my showmance focusing on love [when I was a newbie], so I don’t know that there’s anyone truly that is remaining as a houseguest that is in my situation from Big Brother 12.

But with regards to just focusing only on being competitive, thinking that it was the most important thing in the game, then perhaps a player similar to Vince or Keanu that are very focused on winning HOH’s and competitions.

Was being the sole returning vet in a season of all new players more of a hurdle or benefit for your game?

REILLY: I have to say that being the sole vet this season was a hurdle for my game — but it was also a benefit. So I think that for each different Big Brother player at a different time in their Big Brother career, it could be a benefit or a hurdle.

I’m a huge Survivor fan, so I think of the season when Boston Rob went back and won being the only returning vet. But that doesn’t mean that everyone is going to be able to overcome every obstacle that a vet has to overcome going into a game like Big Brother.

Big Brother is such a game based on social strategy, and you do need to win competitions, and you do need to be able to be able to out compete your fellow Houseguests, but at the end of the day, going in with a target on your back is never helpful. Being the only returning vet I was able to talk my way out of being on the block, I never got nominated. I was able to form a lot of alliances and friendships with people and give them advice and coach them throughout the whole season, so I think that that was a benefit. The obstacle came from feeling that, at the end of the day, I don’t know that the house really wanted to have me win this season, so I don’t know how the rest of the season would’ve played out.

I think each Big Brother player would have handled the situation in a different manner, and I did the best that I could. I thought it was a really unique experience for me because I got to play after 15 years. So I did the best I could, and I had a great time doing it, and I hope that we took the audience on a really fun journey, and that they saw my game evolve throughout my career of playing in Big Brother.

What do you feel it takes to be a Big Brother legend and do you see any of the remaining houseguests as having the potential to become one or possessing those qualities?

REILLY: I think to be a Big Brother legend you do need to be a well-rounded player. I think you need to be competitive and strategic and social. Big Brother in general has evolved over the years. So when I played Big Brother 12 and 13, it’s a totally different game than Big Brother 27, and I did need to evolve my gameplay, but also I needed to think about the difference in being a Big Brother legend back from our legends that we think of the OG Legends — the Janelles [Janelle Pierzina], the Wills [Will Kirby], the Dans [Dan Gheesling] — versus the legends that we’re going to be thinking of in the next few years.

So I don’t know what it’s going to take in this new-school season to be a legend, but I think that to be a legend, it’s someone that you talk about, it’s someone that has a game that people look at and respect and think, wow, that person is really playing a great game and that person is really doing what they need to do to stay in this game and to continue to play Big Brother.

With that being said, I do think that there is a possibility for us to see some players this season as Big Brother legends, but I think that they’re going to have to win the game to be completely honest. I do think that you’re going to need to sit in the final two, final three chairs to be able to be considered a Big Brother legend, and if you can’t get yourself there, then all the game that you’ve played maybe isn’t as legendary as you think it is.

Your game ended with the “White Locust” challenge. You’ve said the elimination was frustrating for you. Do you believe you should’ve had a second chance to save yourself?

REILLY: My elimination ended at the “White Locust” in the hamster wheel of death. I wish that I did have a second chance to save myself. I think if I was able to save myself socially, and not just in that competition, I might have performed better.

This season is very unique to me, and last season as well, because we had three nominees, we had a chance to win an HOH, you had a chance to win a veto, and then you have the chance to win that blockbuster. So everyone that was eliminated from the season truly had three opportunities to [save themselves] this season, and I had one and a half. It was a twisty twist — but, as they say in Big Brother, expect the unexpected.

You never know what to expect and how these different eliminations or competitions are going to shake out, so you need to be ready, you need to be focused, you need to be prepared. Every step of the way, you need to prepare yourself for staying in the Big Brother game, and I, unfortunately, was not able to do that. But I hope that the audience felt, and the Big Brother community and the fans felt that I did play a really great game and that they enjoyed watching it. I hope that they enjoyed my journey and I hope that they enjoyed watching me play. I think that that’s the best that we can do, and I think, at the end of the day, I wish I would have had another opportunity, but it’s Big Brother and you have to be prepared to stay in the game at all costs.

So, yeah, it’s frustrating, but I am extremely proud of the game that I did play. I was never nominated, never evicted by a vote, so I guess I made Big Brother history in a different way, which is not the ideal way that I would’ve liked to make Big Brother history. I would’ve preferred to be the first two-time Big Brother winner, but here we are. I had a great journey and I think that my Big Brother legacy continues on, and I hope people just enjoyed watching my journey this season.

This interview has been edited and condensed for clarity.

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Big Brother airs Wednesdays, Thursdays and Sundays at 8 p.m. ET on CBS.