The former England cricket captain stated that some of his friends have placed bets that he will take a tumble on the BBC One talent contest.
"My mates all thought I was going to fall. I had that many bets that I had to stay up, or else I'd have been bankrupt," he joked to The Sun.
"I never thought I'd go to a pub at night and start talking about the waltz to my mates - the world's gone mad."
On his dancing experience, he said: "I don't dance. I am the lad who is the last up off the bar stool. I might get dragged up at the end to do a bit of Human League, but that's it.
"I'm used to dance floors that are sticky with booze. The only proper dance I've ever done was at my wedding to Nichola."
Vaughan added that he has become close friends with co-star Sid Owen, though the actor can be a bad influence on him.
"Sid tries to get me into trouble far too much, he tries to take me out too often. And Nicky Byrne is avoiding us, he's scared. He needs to come out with us.
"We haven't really gone for it yet, but I was rehearsing with a hangover on Thursday and it wasn't too bad."
He continued: "It has surprised me how tough it is. Dancing is hard - you sweat all day.
"I've got aching muscles in my legs that I never used during my cricket career. And the muscles in my arse have gone."
Michael Vaughan recently joked that his own children probably won't vote for him to win.
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