The Olympic gold medallist revealed that after years of needing bigger, muscular thighs for her sport, she no longer recognises them after changing training regimes.
"I spent my whole life trying to get bigger, muscly thighs and now they're just disappearing," she told The Sun. "It's going to take a bit of time to get used to – they don't look like my legs any more."
Pendleton continued by saying that she struggled with the difference of outfits at the beginning, and that she doesn't feel too pressurised to do well on the programme.
"It's been so exciting so far and a surreal world of glitter, false lashes and hair extensions. I've been wearing Lycra my whole life, so it did feel a bit odd to start with," she explained.
"I don't feel under pressure to perform, because this isn't my arena. I spent my life doing something I was good at it, and I was very lucky. But dancing is not my thing, so if I fall flat on my face I'll be like, 'Well, that's life!'"
Pendleton's professional partner Brendan Cole recently revealed that he has been impressed with her dancing skills so far.
Strictly Come Dancing airs its first live show tomorrow, October 5 at 9pm on BBC One.
Photo gallery - 'Strictly Come Dancing' celebrities in training:
Copyright: Twitter Denise Van Outen