The 43-year-old is currently competing in the BBC competition and said his older children, Jemma, 11, and Zac, 10, waited up for him after his first show.
He said to UK's Hello! magazine: 'What's funny is that I never really thought Jemma or Zac would be that interested in the show.
'I was more concerned about Ange's feelings because she is my great sounding board for everything I do. As ever, she's been incredibly supportive, but they are really into it - and that's quite something for me.
'Although I have to admit, being their dad, that has probably a lot more to do with a sense of relief, not pride.'