But the ballsy TV star says it won't stop her going all out when the live shows start this weekend.
Speaking ahead of this Sunday's launch on Channel 4, Josie revealed: "I managed to sprain my knee while training in a dry ski centre, but luckily its healed quite quickly.
"People talk about how dangerous The Jump can be, but I once broke my wrist while doing a combat roll over my sofa, so you can really get injured anywhere."
She said of her time on the show so far: "I'm having the time of my life. I laugh every single day. My cheeks are aching by the time I go to bed.
"I've never even looked at a ski before doing this show, but I like to to think I'm becoming a bit of a pro now. One of the best things is the scenery in Austria - I cried hen I saw how beautiful it was."
Josie is one of 14 stars who have signed up for series four of The Jump.
Those joining her in training in Austria include Made In Chelsea's Spencer Matthews, TOWIE's Lydia Bright, model Caprice Bourret and Olympic gymnast Louis Smith.
More celebs on The Jump this year are rugby player Gareth Thomas and Paralympic medalist Kadeena Cox and retired pro cyclist Bradley Wiggins.
Others on the cast are Footie player Robbie Fowler, Olympic taekwondo champ Jade Jones, rugby player Jason Robinson and comic and TV host Mark Dolan.
Rounding off the line up are model Vogue Williams and Camilla Parker Bowles’ niece Emma Parker Bowles.
The Jump 2017 starts on February 5 on Channel 4.