The Finnish Punk band is the first Eurovision act to all have developmental disabilities.
They are one of six entries going home, along with Danish boyband Anti Social Media.
It is the first time Denmark has failed to get to the final since 2007.
Ten acts – Russia, Serbia, Armenia, Belgium, Greece, Estonia, Hungary, Albania, Romania and Georgia – are all through to final on Saturday, May 23, in Vienna.
Netherlands also made a surprise exit.
Last year their act, The Common Linnets, came second in the contest.
Fans of PKN reacted angrily to news they had not been voted through to the final, after they ranked among early favorites with bookmakers.
Moldova, Macedonia and Belarus were also knocked out, with another 17 acts set to compete in the second semi-final on May 21.
This year, long-time Eurovision fans Australia will also go straight through as a wildcard entry, competing for the first time with their act Guy Sebastian to celebrate the song contest’s 60th anniversary.
Last year’s winner Conchita Wurst – who earned host country Austria an automatic place after storming to victory in Copenhagen – opened the semi-final with a performance of Rise Like A Phoenix, before switching to her other role hosting this year’s green room.
Votes from viewers in all 16 countries appearing in last night’s semi-final made up 50% of the acts’ total scores, with the other half supplied by professional juries.
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