Willoughby, 39, announced at the weekend that she is retiring from the ITV2 comedy panel show, hosted by Keith Lemon, after 12 years as team captain.
Our Girl star Keegan, a regular guest on the show, told BBC’s The One Show: "I can officially say that's not true. Don't get me wrong, I'm a massive fan of the show. I love the show, I find it hilarious.
"But, at the minute, no, no, that's not true."
The 32-year-old actress has been a guest on the show - created by comedian Leigh Francis, aka Keith Lemon - five times.
Spice Girl Mel B and comedian Paddy McGuinness have been the team captains competing against Willoughby on the most recent series of the show.
TV chef Gino D’Campo and model Kelly Brook have also headed teams on the show.
Fearne Cotton, who starred opposite Willoughby for 10 years since the show began in 2008, quit in 2018.
Willoughby announced her departure on social media over the weekend.
She wrote: “Thank you @celebjuiceofficial for 12 years of fantastic chaos. I can’t quite believe what we’ve done and how quick that time has gone.”
Lemon has said he was “shocked” by her departure.
Asked by Keegan’s husband Mark Wright on his lockdown workout Train Wright how he felt about the news he replied: "Shocker. She told me last week so I knew when we were doing the lockdown Juices, but I didn’t want to bring down the joy. Gotta keep it joyful, I guess."