AXED Strictly star Giovanni Pernice was spotted smoking outside a casino and looked downcast amid the "misconduct probe".
Pro dancer Giovanni, 33, is being investigated by the BBC following bullying allegations by three female stars.
The broadcaster has brought in two ex-Metropolitan police officers to look into the case.
Giovanni was spotted visiting different casinos on Tuesday morning, before departing from one around midday.
He was later seen enjoying a pastry at Paul Bakery.
Giovanni wore a white t-shirt with a logo that read 'made in Italy', and opted for a pair of Dolce and Gabbana black jogging bottoms and white trainers.
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He was seen lighting up a cigarettes' while he stood in the doorway of one of the casinos, appearing to keep a low profile.
This is Giovanni's first public appearance since Strictly’s head judge Shirley Ballas defended the "true gentleman".
Gio’s former Strictly partner, actress Amanda Abbington, said she had PTSD after dancing with him on the show.
She is being backed by ex-Love Island host Laura Whitmore — who was also his dance partner — and another female star.
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They are helping the BBC investigation.
Giovanni has denied all the allegations and has vowed to clear his name.
Head judge Shirley is the first of the Strictly panel to speak in support of Gio.
She said: “I just spoke to Giovanni 30 minutes before coming here and I am going to one of his ballando classes to teach the jive.
“He is coming to my party on Sunday. You know, I can only talk from my own perspective.
“I have known Giovanni for ten years.
“He has always been to me, — and I will make that clear, to me — a perfect gentleman.
“I know he is a hard worker. He wants people to do the very best that they can do.
“Obviously, in my life, I was bullied a lot. I don’t condone bullying on any path.
“But I don’t believe gossip because things are blown way out of all proportion and it can turn into a great big snowball."
Her comments come after the BBC brought in former Met Police officers in order to interview those involved in the scandal.
A source said: “The BBC is taking this extremely seriously.
"Two ex-Met cops are conducting all the interviews and have been tasked with gathering evidence — including texts and screenshots — which they will present to corporation executives.
"Giovanni has not yet been spoken to.”
It's been reported Giovanni made a "lewd" gesture to his dance partner during rehearsals, while others have complained about his "militant" training style.
Since the initial three complaints, believed to have been spearheaded by Amanda Abbington, a fourth star has come forward claiming they needed "months of therapy" after working with him.
Amanda later spoke out in an interview to brand Giovanni 'nasty' as she spoke about her experience.
In light of the accusations, Giovanni officially quit the series, and has hired a top law firm in order to clear his name.
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"To my dear fans, I reject any suggestion of abusive or threatening behaviour, and I look forward to clearing my name," he wrote in a statement to fans as the investigation came to light.
"Those who have followed my journey on Strictly Come Dancing over the last decade will know that I am passionate and competitive.”