The star, who is partnered with actor Colin Salmon in this year's series, wore the pink bra and matching pants to raise money for charity CoppaFeel.
10% of profits made from sales of the Panache Sports Bra will go to the charity. The money will help to fund the 'Boobettes', a team of 18-30-year-olds who have been affected by breast cancer and aim to visit schools up and down the country to raise awareness of the disease.
Rihanoff told the Daily Mail: "I am a huge fan of this design because I live such an active life so it's important to stay secure. But at the end of the day, it is a pink bra - I don't think I could wear this on the floor on Strictly."
She also revealed that no underwear is necessary when dancing on the show, as it is all sewn into the outfits by the costume team.
The 34-year-old, who is dating boxing star Joe Calzaghe, spoke of her affection for 49-year-old dance partner Salmon.
"It has been interesting, it is going well but of course he is a beginner," she said. "He is a wonderful person, he is working hard and he is a true English gentleman."
Photo gallery - Strictly Come Dancing 2012 couples: