The Welsh singer, who has reached the final of the popular ABC reality show, admitted that she has become "immune" to embarrassment while wearing revealing costumes.
She told Daybreak: "When I started this and I had to fill in a form from wardrobe, one of the questions said, 'What don't you want to show?', and I said, 'Practically everything - I don't want to show my legs, my stomach or my cleavage'. They said, 'Don't worry, as the weeks go on you'll get used to it'."
The 31-year-old then joked: "Last week, I think I had everything out, didn't I? You get immune to this with these programmes."
Speaking about the impact dancing has had on her body, she added: "I lost weight before the show, and then I think I've lost weight [during], but I've also really toned up.
"To be honest, I like being a little bit more curvy. My mum's been telling me off, so I'm looking forward to putting weight on after this!"
Jenkins hinted that a part in the West End may signal her next career move, adding: "Maybe, I've always said I would like to do something like that in the future - I'm not sure of the timing, but it would be fun to put what I've learned into practice."
Jenkins will compete against NFL player Donald Driver and actor William Levy in the Dancing With The Stars final, which airs tonight at 8/7c on ABC.
Watch Katherine Jenkins on Dancing With The Stars below: