The Olympic gold medallist explained that she is used to having strict coaches while training, and thinks that Brendan Cole should be the same.
"I come from a professional sports background where people don't ask you to do anything nicely," Pendleton told the Radio Times.
"I'm used to coaches shouting at me until I do something better, so I wouldn't actually mind Brendan being tougher on me. He's nothing in comparison to some coaches I've had."
Pendleton burst into tears after performing her first dance on the show last weekend, a cha cha cha to Kylie Minogue's 'Spinning Around'.
The cyclist recently revealed that she already doesn't recognise her body as a result of training for Strictly.
Strictly Come Dancing next airs on Saturday (October 13) at 6.30pm on BBC One.
Photo gallery: 'Strictly Come Dancing' series 10, episode 1: