Comedian Seann Walsh and professional dancer Katya Jones will perform after being photographed cheating on their partners.
The comedian, who was publicly dumped by his girlfriend, and his professional dance partner both apologised after they were pictured kissing in the street.
But after the BBC said it would not cut them they will be back in the spotlight on Saturday with a Charleston.
Horwood told The Jonathan Ross show: "My take was keep them in the show, make them do the Dance of Shame, if you like.
"It's really important that, if this does happen to you, you face up to it.
"But get on with the job and show people what you're made of and show people 'OK, this is what I did, I've been employed to do this job, I'm going to go on, do the job, get on with it and do it well and do it professionally'."
Taking no prisoners, he added: "If you were at your Christmas party and you snogged the boss, for instance, you'd still have to do the walk of shame on the Monday, wouldn't you?"
Horwood said the so-called Strictly curse, which has been blamed for many relationship break-ups, is "a blessing, actually...when you think of the success stories".
However, he said the kiss between Walsh and Jones was "very different because one person is married, the other one had a girlfriend".
"People ... if they are in love or are married, end up being absolutely faithful to one another because of that love," he said.
"There has to be something wrong in your relationship before it all goes awry."
After the kiss and Walsh's girlfriend accusing him of "controlling" behaviour, the comedian is favourite to get the boot from the show on Sunday.
But head judge Shirley Ballas said she hopes viewers "judge the dancing and not the relationship".
Horwood said the judges "are professional" but the "public might go one of two ways the other way is to keep them in to see what happens. There is of course that".