The former TV talk show host - who is partnered with Derek Hough on the celebrity dance show - twisted her ankle while practicing her moves.
Despite the painful injury Ricki refused to be taken to hospital.
She tweeted a picture of foot and wrote: "Look, my first injury. #DWTS @derekhough. Don't ask how it happened. #Drickilous (sic)"
Although she has hurt herself, 42-year-old Ricki - who has been open about her struggle with her weight in the past - is thrilled to be taking part because she has already started shifting the pounds.
She said: "Guess which celeb dancer on #DWTS already lost 5 inches...Hint-this one!!! #Drickilous @derekhough :) (sic)"
Lacey said: "He's lost 5lbs in six days. It's so great. He says he's not eating any differently, he's just dancing.
"He's such a great guy. He is so nice, and he's such a kind person. He's awesome. I couldn't have asked for a better partner this time."