Jennifer Ellison says her house was once shot at by a man wielding an AK-47 machine gun.
During the show, Ellison struggles with a task and has a heart-to-heart with the instructors where she details some past trauma.
Ellison opened up about a particularly bad relationship, saying: "I was in a volatile relationship. He was connected with this other world. I can’t even believe I’m saying this but it was just like a gangland world."
She added: "I was doing Phantom of the Opera at the time and I heard on the news that my house had been shot with an AK-47. I went back to work with the cast and Andrew Lloyd-Webber said they didn’t want me in the production anymore because they didn’t feel safe."
Ellison said the situation left her feeling "humiliated" and "worthless".
Ellison initially rose to fame due to her role as Emily Chadwick on the Channel 4 soap Brookside which she appeared on between 1998 and 2003.
Since departing Brookside, Ellison has mostly acted on stage with some of her most notable roles being in theatre productions of Chicago, Calendar Girls and Legally Blonde.
She has also appeared in numerous pantomimes up and down the UK including a stint as Cinderella in Liverpool alongside Cilla Black and Les Dennis.
Ellison made her Hollywood debut in 2004 with a role in the film adaptation of The Phantom of the Opera where she played one of the main roles of Meg Giry however her lines were dubbed over in the final cut.
Directed by Joel Schumacher, The Phantom of the Opera starred Gerard Butler as the titular character.
Celebrity SAS: Who Dares Wins continues on Sunday at 9pm on Channel 4.
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