Chauncey Palmer reveals he left for The Challenge season 39 only 2 days after his daughter was born

"We knew my daughter was going to be born end of May/early June, but we didn't know exactly when, so as we got closer to the dates of leaving, I had my bag packed for leaving for the show just in case as we headed to the hospital," Palmer tells EW.

Warning: This article contains spoilers for The Challenge: Battle for a New Champion episode 2, "Two Lungs, One Heart, Can't Lose."

On any other season of The Challenge, Chauncey Palmer would take an episode 2 elimination pretty hard. But on season 39's Battle for a New Champion, he was excited to get back home to his family after losing to James Lock, since his daughter with his girlfriend, Challenge champ Amber Borzotra, was born just two days before he left to film.

"I'm okay with it at the end of the day," Chauncey tells EW. "I went into the game two days after my daughter was born, so I feel like me leaving when I did was somewhat perfect timing, just because I was able to get back home to my daughter. I feel like I was needed at home, and I think that was my bigger purpose in that moment."

Below, Chauncey breaks down what it was like leaving for season 39 so soon after becoming a father to Sunny Fox Palmer, what led to his early exit, and more.

THE CHALLENGE 39
Jonne Roriz/MTV

ENTERTAINMENT WEEKLY: I didn't realize your daughter was born so close to when you left to film this season. If she hadn't been born by the time you were supposed to fly out, would you have dropped out of this season?

CHAUNCEY PALMER: Yeah. I remember when I got the call, Amber was like, "You're going. We'll figure out how everything's going to go the way it's supposed to. Say yes." We knew my daughter was going to be born end of May/early June, but we didn't know exactly when, so as we got closer to the dates of leaving, I had my bag packed for leaving for the show just in case as we headed to the hospital. It was crazy because I didn't know I was going to go until after she was born, and that was when we were like, "Okay, I think I can go film now. Amber said she was good, she said she got it." We also made sure she had help — my sister and my mom and everything. And a few days later I was off heading out to go film in Croatia. It was scary.

So your daughter is born, two days later you leave to film, and then you're out in the second elimination. What happened?

For some reason I got blamed for failing in a challenge. Everybody was pinning it on it being my fault. From that point on, I try to do what I can, try to have conversations, even in interrogation, try to figure out how I could get myself out of being targeted, but I said a little bit too much and ended up having myself be the main target.

THE CHALLENGE 39
Jonne Roriz/MTV

Why did everyone blame you for not being able to finish the challenge?

I didn't clip onto the carabiner or whatever, and so I didn't do the task that I was assigned by my teammates. However, I don't know why I was specifically chosen as the reason why we didn't get the whole job done when the other side was completely trash and there was no way we were going to get this completed regardless if I got my clip on or not. I don't really, still to this day, know why I was the main one targeted. Maybe it was just an easy excuse to get me out.

How did you feel coming into this season in regards to alliances? Because it feels like that fell apart for you super early.

Yeah, coming into this game I felt somewhat comfortable with alliances. I had Moriah, Ravyn, Corey, Hughie, Berna, Ed, so I felt like I had all of these people going in. However, once we got in the house, the whole dynamic changed to U.S. against international, which I don't know when that happened. All I know is once that did happen, I figured I was at the bottom of the list, so I was trying to do what I could and start conversations with people from season 38, like Jay, Michele, Nurys, Olivia, Horacio, even Colleen I sat down with to try to tell them that they could trust me in this game. I guess they just weren't hearing it.

THE CHALLENGE 39
Jonne Roriz/MTV

What was your strategy going into deliberation? Because your speech ...

[Laughs] Yeah, it was not it, right? Going into the deliberation, I was like, "I'm not going to go in and try to plead my case right away. I'm just going to sit back and let everyone talk, and then I'll say what I have to say." However, once Hughie started saying that he was trustworthy and the conversation about trust started to come up, I started feeling a little bit overwhelmed thinking people were saying that I was untrustworthy.

I thought it was smart to ask everybody from season 38, I felt like I was on good terms with them, I'm going to ask them if I ever done them wrong. Because in season 38, I didn't make any deals. I was still figuring out the game, so I didn't think I did anybody wrong. But I ended up somehow doing everybody wrong, so it definitely backfired. After Horacio and Olivia said that I did them wrong, it was just like, I have to keep going with this, because there's no way I can back out of it and not ask anybody else.

Who surprised you the most when they said you had done them wrong in the past?

Horacio — in the moment I didn't think that me saying his name when I did was a bad thing, just because everybody on my team voted before me and said his name, and I was the last person to say it. I was just saying it so I wouldn't ruffle any feathers on my team in that moment, so I thought he would somewhat understand. But Jay and Michele, for them to still say that I'm untrustworthy, I still don't know what I did to them. That was a little mind-blowing.

Do you have any lingering vendettas with any of them?

I know Michele and Jay still hate me. I thought I was friends with Michele at least. There's a few people that I probably won't talk to outside the game again, and even in the game because there's no reason for me to, such as Michele. I don't see myself ever talking to her again. I don't know what I did to her to hurt her, it's just so crazy.

THE CHALLENGE 39
Jonne Roriz/MTV

Why did you pick James as your elimination opponent?

Knowing that I was going to pick somebody from the international side, I felt that people were a little afraid of James because he was just this big guy, so I wanted to show him I wasn't afraid. The second reason why I called him down was because I remember him telling me that he has no ties to anybody, that he's not loyal to anybody in the house. He's here to compete for him and to win for him. So at the end of the day, I felt like he would understand why I'm calling him down. It isn't anything personal, it's just to compete. And number three, I saw that it was an endurance puzzle, and I felt I could beat somebody bigger with endurance, so I wanted to pick one of the biggest guys that I didn't think could run.

At what point did you realize you were going to lose?

My heart was beating out of my chest, I was so nervous, I was gassed out, but I just tried to keep pushing through. I didn't think I was going to lose until the very last moment when TJ was counting everything up. Kyland is so scary good at math, he literally counted up everything before TJ, and he looked at me and told me that it wasn't enough, and that's when I knew that I lost. But I had hoped that I was going to win until the very end, because on the last [round], I did better than him — I just didn't do enough to at least tie it to do one more round.

How did Amber take the news when you got to tell her what happened?

After the elimination, I was able to call Amber and let her know that I was coming home. It was mixed feelings. I was like, "You won't believe what I just did. I came into this game playing 150 percent. I should have played at 100 percent. I went a little too hard, too fast." But she was also happy for me to get home to our family. I can't look back and imagine me being there throughout the whole season and missing all those weeks of my daughter in the beginning stages.

The Challenge: Battle for a New Champion airs Wednesdays at 8 p.m. ET/PT on MTV.

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