The Night Angel didn't believe Jenny McCarthy's prediction that she'd win The Masked Singer

Warning: This story reveals the winner of The Masked Singer season 3.

We finally have a female winner! On Wednesday, Kandi Burruss — a former member of Xscape and costar of Bravo's The Real Housewives of Atlanta — became the third winner of The Masked Singer on Fox. Here, the Grammy winner admits that her time on the show was full of self-doubt (though she did really dig her performance of "Rise Up").

ENTERTAINMENT WEEKLY: Early on, Jenny McCarthy said you were going to win. Did it give you chills when you heard that?

KANDI BURRUSS: Well, when she first said it, it made me feel really good. But at the same time I was like, "Is she saying that to everybody?" You can't see the other performers, so I don't know. Are they just trying to give us positive feedback so we'll feel good about it? I didn't know what to think. I had a lot of self-doubt in the beginning of this season.

Was there a week when you felt like you had this in the bag?

I don't think there was ever a time where I just was like, "Okay, I know I'm gonna win." But there definitely were a few times where I really felt good about my performance. When I did "Rise Up," I felt really good about it. I felt like I was definitely gonna make it to the next round on that one.

Your song choices were outstanding. Fans in particular went nuts over your cover of "How to Love."

I loved "How to Love"! I felt like it was kind of risky because my goal through this whole season was to hit every genre of music. I was like, "Let's do a hip-hop record!" I was trying to stay away from songs that had a really low range because people would recognize me right off. In my group Xscape, I always sing the really low parts.

Some of your clues were kind of heartbreaking, especially the one where you said you get scared standing alone after facing rejection.

I started in the music industry in a group. We had three successful albums together. You never know how people will feel about you once you're outside of your group. Stepping away from it and doing something on your own is very scary, for me especially.

Where did the Night Angel idea come from?

That was them. At first I was actually supposed to be a different costume. They gave me a couple options when they first offered me the opportunity to be on the show. I had picked a different costume out of the three and though I wasn't sure, I was like, "Okay, this should be cool." And then they came back and were like, "Actually, we have this other one that if you want to try it." When I saw it, I was like, "Oh, I gotta have that one. That's me. That's me all day."

Now that you've watched the show, who were you most surprised to see get eliminated before you?

So many people. I'm a huge fan of Chaka Khan, Dionne Warwick. These are legends. I was like, "How did I get put in this whole competition with them?" And then when I saw Lil Wayne was in this competition I thought, "Okay, if Lil Wayne is in this competition, I can't even imagine who else is in." I was always kind of worried. I don't get to see any of the other people perform. But one time I did happen to hear the Frog practicing. I knew who he was immediately.

Is this a game-changer for you?

I think it's a boost of confidence. I didn't know I was going to win. Of course, you would love to win. I guess in my mind I wasn't totally sure. I wasn't totally confident about it. You just go in there and do your best. There's no limit to what you can accomplish. Like, stop psyching yourself out. Stop getting in your own head, telling yourself what you can't do. Those are the things that I say to other people. This show made me apply that to my own life.

Now that her gig on Fox is over, Burruss has released a new single, "Used to Love Me," which also features Todrick Hall and Precious. Written and produced by Burruss, with Hall, Jonathan Henry, Jay-O, and Roderick Lawrence, the song is described as a "fusion of dance and pop sounds with undercurrents of Kandi's R&B roots."

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• The Masked Singer season 3's best performances