Daugherty told People Magazine about the Sept. 23 robbery while the show was being filmed Monday.
"After the show I got dropped off and was walking up to my apartment building and a man followed me up with a gun and told me to give him my stuff," Daugherty said in a backstage interview. "It was a complete random occurrence of events and it led up to one of the worst nights of my life -- after having such a great night last week on the dance floor."
Daugherty said the robber got his dancing shoes, two T-shirts, a pair of workout pants and his cellphone.
Peta Murgatroyd, the 28-year-old comedian's professional dancing partner, said Daughterty is able to joke about the robbery, but it clearly shook him.
"He came in the next morning ... and he was so flustered and emotional. I was like, 'Oh my Lord, he's had the worst time,'" said Murgatroyd.