The pro dancer and Olympic cyclist will perform their first routine together on this weekend's double header of live shows.
Speaking to The Telegraph about knowledge of Pendleton's Olympic achievements, he said: "I had a tear in my eye when she won that gold. What a feat.
"She is a very deep character and it will be interesting to see that on the show.
"It makes me a bit nervous, to be honest, and I am handling her with little gloves at the moment because I am not sure how far to push."
Explaining how Pendleton's sporting background might actually be a hindrance on the dancefloor, he added: "Her sport is power-based. It is all explosive energy. But it is one dimensional as opposed to being three dimensional like dancing.
"If I work out with her in the gym, she is so intense and focused and powerful - she leaves me for dead.
"Yet put her in my world and it is completely the opposite of what she is used to."
Pendleton commented: "I have spent my whole life since I was a child trying to be strong and rigid and powerful. Everything had to be very linear. Your core needs to be strong and stable, you are not wasting any energy on lateral movement because you don't want that.
"So everything I have tried to train out of myself, I am now trying to train back in. It is going to take time."
Strictly kicks off this weekend with a double header of live shows on Friday and Saturday.
