Mikey, 37, told TV Biz: "When I was told I was doing the show I was been sworn to secrecy and couldn't tell anyone in the band.
"I never got to tell him I was doing the show and he would have loved that. He would have been so supportive and that's a regret I will have throughout the series."
But Mikey reckons his pal will still be looking out for him when the show kicks off on ITV1.
He revealed: "I certainly feel he's here all the time and I hope he'll look out for me while I'm in the competition - and maybe give me a bit of good luck whenever I need it.
"It all feels quite strange but it's comforting to know he'll be looking down on me with a twinkle in his eye."
Mikey is the bookies' second favourite to win the show at 4/1, beaten only by Holby City actor Jeremy Sheffield.
Other stars taking part include singer Sinitta, former Gladiator and top swimmer Sharron Davies and Gordon Ramsay's wife Tana.
They are joined by Paul McCartney's ex Heather Mills, Corrie's Danny Young, ex-Emmerdale star Hayley Tamaddon, The Bill's Gary Lucy and Hollyoaks hunk Kieron Richardson.
Also buckling on skates are Inbetweeners star Emily Atack, former EastEnder Danniella Westbrook, comic Bobby Davro and TV doctor Hilary Jones.
Read more:
http://www.thesun.co.uk/sol/homepage/showbiz/tv/dancing_on_ice/2794561/Mikey-Graham-says-Dancing-On-Ice-has-helped-him-overcome-heartache-for-Stephen-Gately.html#ixzz0dLW9gqeN