Lemon – real name Leigh Francis – who fronts the comedy panel show, said he thought her sudden flee was because she didn’t want to take part in a game which involved her sticking chips up her nose.
Speaking to The Sun he said: “She just suddenly picked up her fur stole and stormed off home!
“At first I thought it might be because she didn’t want to play a game that involved putting chips up her nose, but it wasn’t, it was because we showed an old school picture of her and she didn’t like it.”
He continued: “She didn’t tell me, but she said to one of the producers, ‘I’m not happy, I have clearance on all my pictures, I’m not happy you showed that.’
“She could’ve just said, ‘Keith I have to go, I’m meeting a friend’, but no, she just stormed without even saying sorry.”
Lemon said his fellow panellists were all “shocked” but simply laughed and waved as she made her exit.
He said: “There’s so much worse we do to people on Juice so I’m really surprised that’s what made her walk.
“I might make it a new thing from now on though, have someone pick up a fur stole and walk off each week.”
He added: “She’s a lovely woman, she’s been on three times, I’m sure I’ll see her again and she’ll explain everything.”
The new series of Celebrity Juice kicks off with a special live edition tonight, as Lemon returns with team captains Holly Willoughby and Fearne Cotton.
Celebrity Juice is on ITV 2 tonight at 10:30pm.