The Love Island host announced she was playing the lead role of Roxie Hart in the theatre production on November 28, just weeks ahead of the opening show on December 10.
But training for the musical has taken its toll on her body as she has been left in 'pain' with red and purple bruises all over her legs.
The 39-year-old presenter shared a picture of the markings on her shins and knee cap in an Instagram Story.
She captioned the post: "The pain of climbing and singing on ladders."
In a separate post Caroline described rehearsals as the 'hardest thing' she has ever done.
She said: "This week has been a weird one. On one hand I have been becoming Roxie, so obviously it is a lot of fun and I have always wanted to do it.
"On the other hand it is serious one of the hardest thing I have ever done. I am covered in bruises from climbing the ladder."
Caroline is feeling 'out of her comfort zone' because she has to learn the script, lyrics to the songs as well as the accompanying dance routines in the shortest amount of time any actress has been given for this part before.
She continued: "They told me it is the shortest time anyone has taken to learn the part, which is a bit scary, so I am a bit out of my comfort zone but I am looking forward to it. I am exhausted, but good exhausted."
Caroline has admitted her transformation into the character is well underway, as she has cut her hair and will be dying her locks blonde this weekend.
In a separate video, she said: "I am slowly turning into Roxie, chopping my locks off and going blonde on Sunday."
Caroline has given fans a sneak peek into her training sessions with Matt Weezer, who has described himself as the 'dance captain on Chicago The Musical at the Phoenix Theatre' on his Instagram bio.
The beauty shared footage of her in the studio practising her choreography.
She captioned the black and white video: "Cutest rehearsals with @mattwezer."
Caroline has had a busy few weeks as she has been juggling Chicago The Musical rehearsals, with training for Strictly Come Dancing's Christmas special and filming for Love Island's Christmas reunion.
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