Oona is amongst twelve celebs taking to the ice for the new series, which starts on January 6 on ITV1.
The Baroness has been partnered with Mark Hanretty, who is on the show for a third series.
And he's been pretty impressed in training!
Mark said: “Training is going really well and Oona has blown away all my stereotypes about politicians.
“For a 45-year-old who has never skated before she is doing incredibly well."
Speaking to the WE, Mark said: “We have been going through basic skills, which anyone who has seen me coaching at iceSheffield will know I am a stickler for, and also some lifts.
“My aim this year is to get further than the halfway mark, and then who knows what might happen? I just hope the people of South Yorkshire vote to keep us in.”
He added: “Dancing on Ice is great for raising the profile of ice skating and I hope my appearance on the show can inspire more people to think about giving it a go.”
Oona herself said: “Training has been going very well and Mark is a great coach.
“I am just focusing on getting the choreography of the routine right for the live show.”