The festive show will be back after being axed last year as Covid restrictions made it impossible to film.
Speaking with Rylan Clark on the spin-off show, Strictly It Takes Two, the BBC presenter admitted the training has been “killing me”.
The 51-year-old will be partnered with professional dancer Luba Mushtuk.
Addressing the exciting news, Jay spoke about the gruelling training sessions via video link while on holiday in Barbados.
In addition to his television work, Jay spends time running workshops and motivating disadvantaged people in the community.
Addressing his show debut, he commented: “I’m super excited, times two!
“One, because I’m going to learn a new dance apart from the ‘Dad’ dance, and two because I’m going to be on Strictly!
“It’s a show that I’ve always admired, and I can’t wait to see how I perform!”