Kristina was among a group of friends attending the Prince Of Wales's Stakes Day at the horse racing event but rocked up in a frock made of betting slips.
The dress code at Ascot is strict and anyone who doesn't conform to the regulations is asked to change - and that includes Kristina.
It is believed the professional dancer failed to make the cut because she broke the rule of not wearing anything promotional. Her dress was branded with the name of a betting shop.
After making it inside the grounds, an eagle-eyed security guard spotted her mistake a mile off and led her to the exit - while making her cover up in a blue security blazer. Oops!
While most people would be left red-faced, never wanting to return, Kristina's mishap didn't put her off. She later returned in an actual dress and seemed in good spirits.
A spokesperson told the Daily Express this had been the plan all along.
"I have spoken to Kristina and she is enjoying herself at Ascot as planned," said a rep. "It was always her intention to change from Ben de Lisi's creation into her own outfit to enjoy the hospitality and the races today."
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