The Girls Aloud star was quizzed by Alan Carr on why she didn't enter the jungle or go on Dancing On Ice.
"We did fancy kangaroo bollcoks but I think we all thought it would be fun to learn all the different dances, hard work, but it was all good," she said.
Kimberley added: "[cat]Dancing On Ice[/cat] is terrifying."
The popstar also defended Denise Van Outen from criticism, pointing out how she had a history on the West End too.
Kimberley told Alan: "I think we've all got different advantages, but none of the us have ever done ballroom dancing at all, we've all got something to bring."
On training for this evening's show, which will see Kimberley perform for the first time, she added: "It really is intense, I have danced quite a lot before, but I got in the training room and was like 'Oh my gosh!', this is very technical, we've all been doing very long hours"
The Strictly Come Dancing live shows continue this evening on BBC One with the remaining celebs giving their first dance.
Browse pictures from last night's show below...