The ITV1 skating show’s studios are next door to the complex, where celebrities are currently living until the Channel 4 reality show finishes next Friday.
The former Emmerdale actress laughed: “I keep getting told off for shouting LaToya! I am a big Michael Jackson fan so I was like ‘I can’t believe she’s there’.”
Her ice dance partner Daniel Whiston added: “We are next door to the studio of Big Brother so every now and again we will hear things or see things.”
The pair were speaking at the premiere of Seven Pounds, starring Will Smith – who left Roxanne equally starstruck.
She said: “We get starstruck – he is right there. I couldn’t meet him.”
The duo joked that Will would make an interesting competitor on Dancing On Ice.
Roxanne said: “You know what we were joking before – we were saying we were gonna go and ask him to come on Dancing On Ice. I think he should have ice skating lessons. Could you imagine lifting Will Smith?”
The pair insist they haven’t thought about winning the show yet. Roxanne said: “Everyone has got their own qualities like some people are really charismatic, some people have got the technical side, so it is just bringing what you have to the ice.”
Daniel said they were concentrating on “staying in week by week”, adding: “Hopefully we will stay in.”