The couple on Monday night left for South Africa, where the show will be shot, said a source.
Both Teejay and Karanvir are excited to be part of the show as they find it "challenging, exciting and wild".
The other celebrities who are participating in the show are Ranvir Shorey, Gauahar Khan, Kushal Tandon, Mugdha Godse, Rochelle Maria Rao, Nikitin Dheer, Dayanand Shetty, Salman Yusuff Khan, Mahhi Vij, Pooja Gor, Rajneesh Duggal and stunt woman Geeta Tandon.
Hosted by filmmaker Rohit Shetty, Khatron Ke Khiladi Darr ka Blockbuster will be beamed on Colors channel. The telecast date is yet to be finalized.