The stand up and telly star, who currently fronts Bake Off spin-off show Extra Slice on Channel 4, says she's been asked to take part in the BBC One show "quite a few times".
However it's always been a no from her.
Explaining just why, Jo said: "I think it just eats your soul. I've been asked to do it quite a few times, I asked Colin Jackson what it's like. He said the problem is that one or two people take it really seriously and then everyone feels like they have to.
"So you're not doing your expected five hours a day, there's people getting there at 5am and working til 7 or 8 at night."
In an interview with BBC News following the release of her new book, Jo went on to poke fun at the so-called 'Strictly curse'.
"And I would just worry that I'd be forced into having an affair with one of the male dancers. They're not really my cup of tea!" she joked.
Jo added: "I do actually quite like dancing but the other thing I'd worry about would just be having to be the Anne Widdecombe figure fired out of a cannonball. 'Oh, here's the fat, hilarious one.' Well, I like to think I am fat and hilarious but possibly not in a dancing competition."
Jo isn't the only celeb to turn down Strictly.
Karren Brady, Lord Sugar's right hand lady on The Apprentice said she's been asked to take part on Strictly - and other shows - all the time. "I got asked to a cooking show when I can’t even cook! I’ve been asked to do Strictly a number of times. Every year actually," Karren said.
Also declining Strictly has been TV presenter Alan Titchmarsh, famous for his gardening shows. He quipped: "My wife says my gardeners’ knees won’t take the lifts."
The current series of Strictly Come Dancing continues Saturday and Sunday night on BBC One.