The Britain’s Got Talent routine sparked about 24,500 complaints to Ofcom – which is almost a record for the decade.
On Saturday, Banjo used a post on Instagram to thank “everyone that supported us”.
The routine saw a dancer playing a white police officer kneel on Banjo, echoing the killing of unarmed black man George Floyd in US, while other dancers performed with police riot shields.
As Banjo lay on the floor while the police officer handcuffed him, other dancers crowded around with smartphones as if to film and take photos of the incident.
The routine also saw the dance troupe take a knee, in protest against racism and police brutality.
Alongside an image of himself kneeling, Banjo wrote: “This is what change looks like.
“ITV stand with Diversity and we’ve never been prouder.”
Earlier this week, the broadcaster praised the dance troupe’s “authentic, heartfelt” performance.
Broadcasting regulator Ofcom has said it will not investigate the routine despite the large number of complaints, saying it did not “consider” the performance to be racist.
Britain’s Got Talent judge Alesha Dixon said on Thursday that she became emotional during Diversity’s performance.
She told the Daily Mirror that although the camera did not pan to the judges during the performance, she was in “floods of tears”.
She added: “I had this overwhelming feeling of ‘Wow, I can’t believe I am watching this on BGT’. It felt really important.”