The Olympic athlete made the revelation as he, his fellow celebrity dancers and the professionals embarked on their first day of rehearsals.
Taking to Twitter, Greg made light of the test, which is no surprise considering how many he will have undergone during his career as a long-jumper.
He tweeted: "It's the first day of @bbcstrictly training and it's begun with an IAAF drugs test. Clearly they think I'm too good a dancer #cleansport."
Greg is partnered with Natalie Lowe and it is fair to say he is feeling positive about this year's BBC competition.
The night before they hit the rehearsal studios together he sent Natalie a message, saying: "Rehearsals start tomorrow. Watch out @RealNatalieLowe I'm bringing my A game and it's sassy." He later added: "First day of training was INCREDIBLE! @RealNatalieLowe is a seriously good teacher. I learnt so much and now I'm exhausted."
We definitely can't wait to see those sassy moves, Greg!
The 14th series of Strictly Come Dancing kicked off with a Star Wars-themed show on Saturday night (3 September), and Greg and his fellow celebs found out who they were being paired with.
Giving his first thoughts, head judge Len Goodman said: "I think this lot look fantastic. The girls are all frisky and risky. The boys are powerful and perky. This is going to be a corker!"
Strictly Come Dancing continues with the first live show on Saturday 23 September on BBC One.