The One Show host revealed that she has been "waking up in cold sweats".
"For days now I've been waking up in cold sweats having had nightmares about forgetting my costume and performing naked, live on Strictly," she explained to the Radio Times.
"Either that, or I'm shattered having spent the entire night cha cha cha-ing in my sleep. Yes, life post the launch show has been filled with classic anxiety dreams."
Dismissing speculation that there is rivalry on the show, Jones continued: "It's already been an amazing experience... the girls are particularly close."
She added: "I really need to learn the basics before I can even contemplate getting past show one, the basics being my left from my right.
"If you ever see me on The One Show with 'L[eft]' and 'R[ight]' written on my hands then you know why. Believe me... it's already happened once!"
Strictly Come Dancing resumes on Friday, September 30 at 9pm on BBC One.
> Is Alex Jones struggling on Strictly Come Dancing?
> Strictly Come Dancing Alex Jones 'dances like a Thunderbird'
Watch Alex Jones and dance partner James Jordan in rehearsals below: