Katie, 36, was seen graphically discussing what she and 39-year-old Alex used to get up to in the bedroom with her CBB housemates Kavana, Michelle Visage and Cami Li in last night's show.
However, it appears her decision to divulge such candid information with both her new pals and the nation hasn't gone too well with cage fighter Alex, who she divorced in 2011.
Speaking to Mail Online, Alex said last night: "I'm disappointed Katie would bring up private information."
Katie and Alex - who himself won Celebrity Big Brother in 2010 - were married for less than a year before their bitter split. Their Las Vegas wedding had come soon after Katie's divorce from first husband Peter Andre.
Despite their differences, Alex had spoken out when Katie entered the CBB house last week, tweeting: "Good luck @MissKatiePrice Go win! X"
Last night, however, Katie seemed more than happy to openly discuss what went on during their brief marriage - including anal sex.
"I've done it all, 'course I did," Katie told her housemates. "But that's why I divorced him. I don't want to be the man. I was the dominator, definitely. That's what he's obviously into."
Meanwhile, last night Katie was given a special task to save one of four nominated housemates from the public vote - and she picked Katie Hopkins.
Katie H had been up against Alicia Douvall, Perez Hilton and Nadia Sawalha, but KP decided she was the most entertaining one, so kept her. During the live show, Katie P was also asked to pick someone to replace Katie H, so she opted for Calum Best, as she felt he is "most safe" from eviction.
Calum will now join Alicia, Perez and Nadia to face the chop in this Friday's live show.