Jones and Jordan are currently in rehearsals for the first Strictly live shows, which launch with a double bill this weekend. Jones will be dancing a cha cha cha.
Teasing the TV presenter about her awkwardness on the dancefloor, Jordan revealed that Jones currently has numerous nicknames including "Bambi", "Bambi stilts... when you have shoes on", "kangaroo" and "oven ready... because it looks like you're about to put something in the oven".
Talking about her Thunderbird nickname, Jones laughed: "Don't you always think of Thunderbirds, when you think of the cha cha cha?"
Jordan replied: "No, but when I look at you, I do."
Strictly starts on Friday, September 30 at 9pm on BBC One.
Watch Alex Jones and James Jordan in rehearsals below: