The Girls Aloud star, who will perform the Cha Cha Cha for her first dance in a fortnight's time, seemed in high spirits as she took lessons from the Siberian ballroom expert.
Talking to camera, Kovalev revealed that Walsh had started "pretty well", had "character" and "kept up" with more challenging steps.
Walsh seemed encouraged by Kovalev's words, adding that she feels "glad" to be given the "up-tempo" Cha Cha Cha in her first week.
Watch Kimberley Walsh and Pasha Kovalev's first Strictly rehearsal below:
Speaking earlier this month, Walsh claimed that Girls Aloud bandmates Cheryl Cole and Nicola Roberts pushed her to join the Strictly lineup.
Strictly Come Dancing kicks off again on Friday, October 5 from 8.30pm on BBC One.
Strictly stars in training - Photo gallery: