Alex is a sports pundit, presenter and former professional footballer.
She is dancing with professional Neil Jones on this year's series.
In this first steps clip it's revealed the pair will be dancing the Quickstep for the first live show.
"It's a great dance for week 1," declares Neil in the video.
— BBC Strictly ✨ (@bbcstrictly) September 12, 2019
Alex tells the camera: "Stacey [Dooley] did it in her first week, Ore [Oduba] was really good at it... pressure is on.
"I feel like it's in my head and then the music starts and the steps don't come out. It's frustrating, but it's not coming out in the steps."
Meanwhile, talking ahead of the first live show, Alex said: "It has been absolutely crazy; my phone hasn’t stopped ringing. Everyone knows this is the one show I’ve always wanted to do.
"I know David James well so when they announced my name he messaged me straight away with fighting talk!
"I am such a fan of the show. In 2012 I tweeted a picture of me at a photoshoot in a sequinned outfit saying 'Strictly, I’m waiting for my call up!' And someone pulled it out when they announced my name this year. I’ve been wanting to do this for so long. I’m a big music fan too – when I was playing for England and Arsenal I was the DJ of the squad.
"I want to learn how to dance and have that moment with some good music."
Strictly 2019's first live episode airs on Saturday, September 21 at 7PM.
Other couples on this year's line up include Emma Barton & Anton Du Beke, Viscountess Emma Weymouth & Aljaž Škorjanec and Anneka Rice & Kevin Clifton.
They're joined by Will Bayley MBE & Janette Manrara, Mike Bushell & Katya Jones, Dev Griffin & Dianne Buswell and late addition, Kelvin Fletcher & Oti Mabuse.
As usual, no one will leave the first week but the judges will still score the routines and the marks will carry over to week 2.