The 25-year-old said the only people with tattoos in Japan tend to be the mafia, which are known as the Yakuza, so it's seen as a sign of disrespect to show them off.
She wrote in her column for British Closer magazine: 'Since I've got lots, when I went to the gym they asked me to cover them up with flesh tone tape, so I ended up with my entire body wrapped up - I looked mummified.'
But Kelly, who was in Japan to visit her dad Ozzy on the Japanese leg of his tour, managed to see the funny side.
She said: 'It was funny more than anything, and luckily the gyms don't have mirrors.'
Osbourne also told of her 'crazy' night at a Japanese club called Black Rose.
She said: 'It's very S&M and they whip people.
'It's a tiny club with room for only 20 people, and Japanese businessmen go there to be whipped and have candle wax poured on them.'
The former Dancing with the Stars contestant added: 'It sounds intense but it's one of the funniest places!'