The MSP, who led her party until three months ago, has split opinion with her decision to appear on the ITV reality show.
She is set to join her fellow contestants in the Australian jungle on Thursday evening.
Ms Dugdale has pledged to donate her parliamentary salary to homelessness charity the Rock Trust for the three weeks she is away, and will give some of her fee – the size of which has not been revealed – to good causes.
Scottish Labour decided not to suspend the Lothians MSP for her “unauthorised leave of absence” but new party leader Richard Leonard has said he is “personally disappointed” at the decision, while Labour MSP Neil Findlay said the move “demeans politics”.
In a statement released on Wednesday, Ms Dugdale said: “I think people’s overriding emotion will be, first and foremost, of shock. I think there will be a few people angry.
“They will be angry because they will say I should be doing my day job and I am going to be away. I understand that anger.
“I’ve seen them be angry over similar things other people have done but I can’t help but think that it is an amazing opportunity to talk to millions of people about the Labour Party, its values and how it is different. I am not going to talk about politics all the time but it is who I am, what I do and I can’t help it.”
She said there had been “no obvious person to ask for permission” about appearing on the reality show.
She said: “I went to the two people who were running for Scottish leader and told them I was going abroad for three weeks to work. They were both cool with that. I will be back for the budget in December.”
Ms Dugdale’s appearance on the show has led to suggestions she may be preparing to quit politics or even defect to the SNP.
But last night she insisted she has no plans to leave politics: “It’s my life and I am fully committed to finishing this term of Parliament and standing again in 2021. It’s what I love doing.”
On Twitter rumours about her joining the SNP, a source close to the former Labour leader said: “That is categorically not the case.
“Kez is absolutely committed to the Labour Party and that will never change. She wants to continue serving as Labour MSP for the Lothians and would like to stand again at the next election.”
Yesterday Ms Dugdale released a video which she recorded for constituents before she flew to Australia.
Responding to a backlash from both political colleagues and constituents over her decision, she said: “I appreciate that to quite a few of my constituents this is quite a controversial move.
“I know there will be people that are upset about it, that will question my priorities, so I wanted to take a little minute to explain why I’m doing this and hope that I can get your support for the adventures ahead.
“First and foremost, I’m A Celebrity ... Get Me Out Of Here! is a huge UK-wide television programme with an audience into the millions and I think it’s an amazing opportunity to talk to young people who watch this programme about politics and, in particular, Labour values.”
Ms Dugdale was not given permission by Scottish Labour to go on leave from Holyrood to appear on the programme.
The party’s business manager, James Kelly, said she would be interviewed on her return “to present her account of events”.