Joey Graziadei Texted Fiancée Kelsey ‘Immediately’ After ‘DWTS’ (Exclusive)

Joey Graziadei may be on TV for millions of people to see, but there’s just one woman he hopes to make proud.

Following the season 33 premiere of Dancing with the Stars on Sept. 17, the former Bachelor spoke to PEOPLE about joining the dance competition show. He explained that while he was “very nervous” about his first dance, he was looking forward to the upcoming weeks.

“It’s nice to have [partner Jenna Johnson] as a safe space and [I’m] trying to just hone in and hopefully breathe,” Joey, 29, said. “But we got through it. I felt great about it, and it’s nice to get one done.”

A key factor in getting through the tiring rehearsal schedule and nerve-wracking performance? His fiancée Kelsey Anderson, who sat front row at the show.

“I’m so lucky to have a supportive fiancée,” the tennis coach gushed. “I texted her immediately after I was done and said, ‘Did I make you proud?’ I just want her to be so happy with how I do this season, but also she’s giving a lot to be here with me, and I know I’m gone a lot, too.”

Competing alongside former Bachelorette Jenn Tran, who was originally on Joey’s season of The Bachelor, makes Joey feel like they’re in it together, he said.

“It feels good,” he shared. “Jenn did amazing tonight for us. I think we both said that we’re just focused on what we can do. We love the support from Bachelor Nation. I know it’s weird that there’s two of us in it, but we’re just going to control what we can control and just hopefully dance as well as we can every week.”

Joey and Jenna, who kicked off the night’s performances, did the Cha Cha to the song “Dancing in the Country” by Tyler Hubbard. With the goal to break out of his shell and “Golden Retriever energy,” the pair were given a 21/30 — a seven from each judge.

“I was told anything six or higher, I should be stoked,” he said. “So the fact that I got three sevens to start off, I saw [Jenna’s] reaction — that’s what I go off of, I don’t know what I should expect — but her reaction, she was shocked.”

“I’m nervous to watch it back because I think my eyes were popped out of my head!” she jokingly added.

Joey and Kelsey got engaged at the end of season 28 of The Bachelor and are currently living together in Los Angeles while he tapes DWTS. In March, they told PEOPLE they had plans to move to New York City in the near future.

“I’ve always wanted to live there and Joey is supporting me in that,” Kelsey said. “We’re young and I think now is the time to live in a tiny, cramped apartment together and experience it. Even if we hate it, at least we can say we did it.”

Joey noted that being in a big city sounded “fun,” although he admitted he is more of a beach guy.

“Anyone that knows me personally knows that beach, warm weather, all of that has been my vibe. I lived in Hawaii, but I’ve really come to love in New York from the time I spent there,” he said. “It does have a different feel. I’ve never lived in a big city. My family lives in Philly area and I have close friends [there], so the idea of being close to them finally is going to be great. I think it is the right time to do it, so we’re excited.”

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Dancing with the Stars airs Tuesdays at 8 p.m. ET on ABC and Disney+, with the episode available stream the next day on Hulu.