Vogue was in the original line-up of fourteen contestants for this year's series of the Channel 4 winter sports show.
But this week she was forced to withdraw - and the full story of her exit featured in tonight's launch episode.
The model was initially confident thanks to her previous experience on the slopes.
"I'm a good snowboarder, so I rate my chances quite highly, because I find snowboarding more difficult than skiing," she explained.
"I am annoyingly competitive. I try my best not to be, but I just can't help it. It's a competition, and I want to win!"
However, trainer Graham Bell observed: "She's pushing herself too hard, which means she's making mistakes."
Vogue pushed herself so hard that, during a practise run on the parallel slalom, she twisted around and fell on her back.
She was left moaning in agony, with one crew member commenting: "It's quite difficult for her to move her knee, she's in a lot of pain."
The 31-year-old was rushed to hospital, and received the bad news that she couldn't continue in the competition.
Breaking down in tears, she said: "I'm so annoyed I'm out of it. I can't ski for a year, so I'm out. It's so disappointing."
Joining presenter Davina McCall in the studio during tonight's live show, Vogue praised her experience on the show.
"Literally, honestly the best four weeks I've ever had," she said. "If The Jump comes back next year, I'm gonna be in it to win it."
Vogue has been replaced by former Miss GB Amy Willerton, who lost to Caprice in their slalom race.
Amy went on to score 12.83 metres on the ski jump - and will be back next week after Josie Gibson became the first contestant eliminated.
The Jump continues next Sunday at 7.30pm on Channel 4.