The London 2012 Olympic medallists will both take part in the Channel 4 show live in order to raise money for their respective charities.
Gold medal-winning boxer Joshua and silver medallist Phillips will appear on the show with presenter Davina McCall on Saturday, October 13.
"Having Zara and Anthony on is amazing. They're fans of the show and are keen to make money for cancer research," a source told The Sun.
Zara Phillips is a patron of both Great Ormond Street Hospital and Cancer Research UK.
Patsy Kensit will appear on the show this weekend on Saturday, October 6 at 9pm on ITV.
In pictures - London 2012 Athletes parade:
Copyright: PA Images