The contestant, who was identified only by her number, reportedly jumped up and then rolled on the floor when she heard she would be advancing to the next round in the episode that aired Tuesday.
Her actions caused much discussion, however, with viewers debating what they saw when her dress flew up.
"The footage in (Tuesday) night's 'So You Think You Can Dance' was reviewed thoroughly by the network's Broadcast Standards & Practices prior to air and it was separately confirmed with the dancer that she was wearing flesh-toned dance gear," Reality TV World quoted a Fox representative as saying in a statement Wednesday.
The Web site said the show's co-creator and judge, Nigel Lythgoe, also weighed in on the debate via Twitter Wednesday night.
"I am shocked that people think that poor dancer was not wearing panties," Lythgoe said. "The show is about exposing talent, nothing else."