The 2008 winner of The X Factor told the Radio Times that she prays before she goes on stage.
Sitting next to her dance partner Gorka Marquez, the 29-year-old said: "There is no joking when it comes to praying - I'm always praying.
"Because I'm always quite hyper, if I'm silent, it's me praying to myself."
She said going to church helped her to be "positive, hopeful and thankful, which is a really important part of my life" and God's support not only helped her perform but "will drive me through this competition".
She said she is determined to honour her late mother Melissa Bell - who died on the same day as the Strictly red carpet launch event on 28th August - and "make her proud".
Announcing the death in a statement on Twitter, Burke wrote: "Mummy has always been my biggest supporter and was over the moon when I told her I was doing Strictly... I know that she would have wanted me to carry on."
Absolutely crying my eyes out watching Alexandra's waltz on #Strictly And so it begins ❤️— Catherine Wynn (@CatherineW0405) September 23, 2017
I think I might be crying if my Mum had died recently. Give Alexandra a break #Strictly— Diane Aykroyd (@maevediane) September 23, 2017
Viewers praised Burke for her strength after her she made her debut on the BBC show and finished in tears.
Burke wrapped up week one with 24 points which will be carried through to next week.