Van Outen has West End experience and is one of the bookies' favourites to win the show; however, Jordan claimed that the hype surrounding her is making things even more difficult for him.
"I was petrified," he told It Takes Two. "This expectation that Denise is going to be amazing... I was really nervous."
The ex-Big Breakfast presenter said that she had "shaking legs", a "dry mouth" and "sweaty palms" before their first waltz routine. However, the duo still ended up topping the leaderboard on the Friday show.
"James is very strict, he's really bossy," she said. "But he's a good teacher. I like a firm hand."
This weekend the duo will be performing a jive for the judges.
Watch Denise and James's first dance below: