The housemates were taken to the Task Room and told by Big Brother that they must each nominate one star to be immune from the public vote.
It was clear to see that the Game of Thrones star was popular with his housemates as he was the lucky celebrity who won immunity.
Speaking about their decision to save him, the housemates showed affection for the actor as they called him "a rock" and helped keep them calm throughout all of the madness.
Coleen Nolan explained: "He's been my rock in the house when the whole world is falling apart."
The housemates were told that they could award one person eternal immunity
James appeared surprised and grateful that he had been given immunity
While Jamie O'Hara added: "He's been there for me right from the start. He takes me out of this pressure cooker and I love chatting to him about everything."
And, Stacy Francis simply said: "I love him. He is in my heart now and I love him so much."
But, that wasn't the only surprise in store for the housemates. James was then asked to nominate one celebrity to be given eternal nomination.
He was clearly devastated to be given the task and appeared to agonise over his decision.
The Game of Throne star was devastated when he had to hand out the eternal nomination vote
Celebrity Big Brother 2017 highlights
Tue, January 17, 2017
Get Quotes on Home Insurance
Celebrity Big Brother 2017: The best bits from the latest series including all the arguments, kisses and Tony the Pony.
1 of 14
Celebrity Big Brother viewers were surprised to hear Kim Woodburn urging Chloe Ferry to become an escort
The actor chose Speidi as the celebrity to receive the eternal nomination vote
Eventually, after much encouragement from Big Brother to give an answer, he reluctantly stated: "Speidi. I'm so sorry."
The US couple, otherwise known as Heidi and Spencer Pratt, did not appear too surprised by his choice and gracefully accepted the decision.
Tonight's episode saw Chloe Ferry evicted from the Borehamwood Bungalow after she was nominated by Stacy as part of the shopping task.
Celebrity Big Brother continues on Saturday on Channel 5 at 9pm.