The former shadow chancellor - MP for Morley and Outwood from 2010 to 2015 - made the comments on his Facebook page after the official red carpet launch of the 2016 show.
The 15-strong line-up of celebrities strutted their stuff alongside professional dancers, judges and presenters during the event at the BBC studios in Elstree.
The popular BBC One show returns to TV screens this weekend, but the pairings of dancers and celebrities have not yet been officially announced.
The ex-politician, 49, wrote: “What a day! We’ve just filmed the Red Carpet entrance for Saturday’s Strictly launch. I have never been more out of my ‘comfort zone’ - good grief! Tomorrow we find out our professional dance partners - mine is going to need a lot of patience ...”
Balls and television presenter Laura Whitmore were photographed at the red carpet launch showing off their dancing skills.
He has previously revealed he was finding the cha-cha-cha a ‘’nightmare’’.
He wrote on Facebook: ‘’We’ve just finished Day 2 of the group dance rehearsals plus some group tuition in the basic steps. Conclusion? Waltz and Charleston coming along but CHA CHA CHA a nightmare... time for a hot bath...’’
The other celebrities competing for the coveted Glitterball Trophy are pop star Will Young, model Daisy Lowe, Olympian Greg Rutherford, actresses Lesley Joseph and Tameka Empson, gymnast Claudia Fragapane, presenter Ore Oduba, DJ and presenter Melvin Odoom, former Eternal singer Louise Redknapp, actor Danny Mac, newsreader Naga Munchetty, reality TV judge Robert Rinder and US singer Anastacia.
Strictly Come Dancing - The Launch Show will be broadcast on BBC One on Saturday.