"I am developing feelings for Alan, and I didn't see this one coming," Alexis told the Dancing with the Stars cameras in backstage footage obtained byEntertainment Tonight.
"But it happened really quickly though, so I think I'm still trying to process it."
In the video clip obtained by ET, Alan reveals to Alexis they'll be dancing a jazz routine to "Candyman" by Christina Aguilera for their upcoming "Halloween Night" performance on Dancing with the Stars.
After stopping by a candy store for inspiration and some laughs, the pair is then shown rehearsing together for their next big dance.
"Alan is awesome. He's super outgoing. He's definitely been a good reflection for me to not take myself so seriously," Alexis told the cameras.
"It's so fun to dance with someone you have a connection with. It's almost like time slows down. We communicate not just through our steps and our movements but with our hearts, too... I don't want it to end."
While many fans have been shipping Alexis and Alan since the beginning of the Dancing with the Stars season, rumors of an actual romance didn't seem to spark until last week, when Alexis was asked about her relationship with Alan in a backstage interview.
"Alan is constantly telling me to believe in myself. It's hard to be that vulnerable in front of someone, but he's been really amazing," Alexis told producers ahead of her "Disney Night" performance on October 22.
"Have any feelings developed for Alan?" a producer asked the model.
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"Whoa, you just put me on the spot!" Alexis said before bursting into a nervous laughter. "Ugh, no comment!"
Following the couple's dance to "Just Around the Riverbend" from Pocahontas, the judges couldn't help but comment on Alexis and Alan's chemistry, and Bruno Tonioli even said it looked like "two hearts were beating as one."