Over the years, it's been noted that a number of celebrities and professional dancers have split from their partners after appearing on Strictly Come Dancing.
This year, Peter has signed up for the show and topped the leaderboard having performed his first dance last week.
Emily told The Mirror at the Pride of Britain Awards: "I think if you are someone who is going to have an affair it would be part of your personality and you would do it regardless.
"But Pete is not like that, he is very loyal and I trust him completely. Maybe I'll be proved wrong but that's how I feel."
Peter is partnered with professional dance partner Janette Manrara, who is engaged to fellow pro dancer Aljaz Skorjanec.
Emily had nothing but praise for Janette, adding: "I've met Janette and she's great. I think we'll all have a night out together soon."
Last week, Pete and Janette earned rave reviews from the judges after dancing the Cha Cha to 'Ain't No Other Man' by Christina Aguilera.
Len Goodman called it "the best dance of the two nights", while Craig Revel Horwood said it was a "showstopper".
Peter and Emily married in a lavish ceremony in July at Mamhead House in Exeter. Their daughter Amelia was guest of honour, while Pete's daughter Princess served as flower girl and his son Junior was page boy.
Talking about the moment he saw Emily walk down the aisle, Peter told Fabulous magazine: "It was just dust in my eyes. I just had hay fever. I didn't cry… OK, I was a bit emotional. I teared up when I turned around and saw her coming down the aisle. You find me a guy who doesn't feel that their bride takes their breath away. It was a beautiful moment."
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Copyright: BBC/Ray Burmiston