The pro dancer was no doubt on route to meet her dance partner Seann Walsh to practice their new routine.
Looking like a true off-duty dancer, Katya opted for a casual and practical outfit.
The Russian-born beauty,29, wore red leggings with a matching red sweater.
And she rocked the over-sized denim jacket that she's been spotted wearing to rehearsals recently.
The dancer seemed in high spirits and even managed to flash a smile as she made her way to dance practice.
Nowhere to be seen with her was Katya's dance partner Seann Walsh.
However he was later seen arriving at rehearsals carrying a small suitcase.
Katya held a Starbucks bag – possibly equipped with coffee to keep the duo energised during their gruelling training.
The dancer's sighting comes after she was spotted filming at a swanky London bar with the comedian.
The pair looked happy and relaxed as they were seen outside posh Hospital Club in the capital where they were filmed for tonight’s It Takes Two.
Seann, 32, and 29-year-old Katya were embroiled in another scandal, after Strictly reject Vick Hope claimed she’d seen the show’s producers talking to the judges before getting kicked out.
The BBC were forced to issue a denial after her claims went viral, with angry viewers insisting the show was a “sham."
Seann and Katya’s Quickstep has seen them get through to next weekend’s live show.
Tonight they will appear on It Takes Two to discuss the results and reveal their preparations next week.
Following their steamy snog earlier this month, Katya blasted claims her marriage to fellow Strictly Pro Neil was on the rocks.
After they were saved over Vick following the dance off last night, it was claimed the show's stars snubbed the couple as they celebrated.
One eyewitness told The Metro: “As the group joined Vick and Graz on the dance floor at the end, everyone understandably went straight to the pair.
“But Seann very much seemed to be on the outside of the group as although Karen gave Katya a massive hug no one approached him immediately.
“Giovanni gave him a big hug but he was on the outside looking in and after the cameras stopped rolling he stood aside and didn’t join in with the group although Katya stayed close.
“He then went to speak to family and friends in the audience.”
The Sun Online previously revealed that a deep rift had developed backstage at the BBC One dance show following Seann and Katya's kiss scandal.
Some of the stars want the pair to be voted off the show to get rid of the “toxic atmosphere” their affair has caused.
Insiders also say that most of the professional dancers and celebrities feel sorry for Katya’s husband, fellow Strictly star Neil Jones, and are firmly on #TeamNeil.
A source also told us that Seann had become “cocky and arrogant” after the indiscretion – and for the first time in the show’s history there is a genuine atmosphere backstage.
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