The first episode of the new series features the four-time Big Brother star, who has appeared on the show in two continents now.
Nikki at first finds it hard to be candid with psychotherapist Mandy Saligari after past experiences with anorexia and depression.
"In the past whenever I’ve seen therapists, it brings me back to my childhood…I had years and years of being faced with therapists so it automatically brings it back to me," Nikki says, on the verge of tears.
She adds: "I usually cope OK, I think it’s just because I’m panicking that I’m here...
"I just don’t want to talk about the past, I find it’s just painful."
"Look backwards but don't stare," encourages Mandy.
While it may appear to have been a tough experience for Nikki, it doesn't appear she has any regrets.
"Undertook a huge emotional journey recently. I can’t wait to share it with you two weeks today," Nikki tweeted previously of going on the show.
And sharing a clip of her episode, Nikki posted: "Well it's going to be a rollercoaster watch.. [this] Thursday 10PM @channel5_tv"
In the ad, a voice-over states: "Since exploding on our screens in Big Brother, she has made a living from her breakdowns.
"But the biggest personalities tend to have the darkest demons..."
Nikki is the latest famous name to appear on the series, following in the footsteps of Gemma Collins, Lauren Goodger and Danniella Westbrook.
Nikki Grahame: In Therapy airs on Channel 5 on Thursday night at 10PM straight after Celebrity Big Brother.