The pair are dancing the Rumba on Saturday but training has seemingly been difficult for the couple.
Aljaz said: "Our idea with the rumba this week is to create a love story."
But Daisy confessed: "Aljaz feels like my brother so doing a sexy dance with him is a little embarrassing... it's really hard.
"It's a lot of control. It's all very slow. You've got to have the right hips, arms, legs, feet everything, my whole body has to be right. I just hope I can give it some good hip action."
Last week Daisy and Aljaz opened the show with the Quickstep, scoring their highest marks of the series to date.
It was movie week and Daisy became Mary Poppins for the routine which she absolutely LOVED.
"I loved being Mary Poppins. It was one of my all time favourite films growing up. Embodying her was quite a lot of pressure but we had such a laugh," Daisy said.
She went on: "I think it was hard. It was big shoes to fill but I tried to dress as her all week, and I was telling Aljaz off all week!"
And the routine went well for Aljaz too who didn't anger Len Goodman with any illegal moves.
"I was so proud of myself," joked Aljaz. "I love it, I loved every comment, it was such hard choreography to get through. Quickstep is always difficult."
Strictly Come Dancing 2016 returns live this Saturday night at 6:30PM on BBC One.