Normally on the show, the celebrities are able to meet up in training, but due to the coronavirus pandemic, this year's show is very different, and they only see each other on show night.
However, Jesse revealed this has made everyone incredibly close, and they are acting as each other's cheerleaders because there is no live audience in the studio.
Talking to HELLO!, he revealed: "The only time we spend with the other stars and pros is on show day, every Monday.
VIDEO: Watch Jesse Metcalfe dance with Sharna Burgess
"Obviously we are all wearing masks when we are not performing and social distancing."
Jesse continued: "There's so much energy and excitement just from the stars and the pros that's just really fun.
Jesse Metcalfe and Sharna Burgess only see the other celebrity contestants on show day
"And I almost feel it brings everyone closer together because we have to be the cheerleading squad for the show because there is no live audience."
He added: "It's such an intense and emotional rollercoaster this show, that I can imagine once the show is over you kind of like will really miss it.
"Some people might even go into a mild depression or something because it's such an intense, all-consuming experience.
The Desperate Housewives star is working hard with Sharna
"I'm just enjoying it while I'm here and thankfully I'm here for another week."
Jesse also admitted that Derek Hough is the toughest judge to impress.
Jesse and Sharna are enjoying every moment of DWTS
"Derek is the hardest to impress and rightfully so. He is an incredibly accomplished dancer in choreography and he has won DWTS I don’t know how many times but I think the most out of any pro on the show," he said.
Learning how to dance is physically demanding, and Jesse has been helping his muscle recovery with CBD products from US company Green Gorilla.
Sharna is putting Jesse through his paces in training
"I am a big proponent of CBD, it's one of the most powerful anti-inflammatories on the planet.
"I use Green Gorilla CBD because it's the only certified organic CBD brand on the market but it's really just part of my overall recovery programme," he explained.
"People may or may not realise how physically demanding DWTS is and it's about staying healthy so that you have your best chance to succeed on the show and hopefully stick around until the end."
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