They have been forced to bow out of the BBC One show after Strictly pro Jones caught Covid-19.
Former home secretary Smith, who was the first celebrity to leave the current series, said the show would go on.
It is “enormously sad” but “the feel amongst the contestants is ‘We’re going to keep the show on the road, we’re going to be dancing for Nicola and for Katya’,” she told Good Morning Britain.
“They played such an important role in this series of Strictly, groundbreaking in terms of the first same-sex couple,” Smith added.
“I know, from having been in communication with them, the other dancers are really keen to make sure that Saturday is a really big success.”
She said the show would not be derailed.
Strictly will be back “on Saturday night and it will continue to be lighting up our autumns at a time when we really need it”.
As well as the Strictly couple’s exit, Motsi Mabuse is self-isolating following an “urgent” trip to Germany.
The judge will appear via video link this weekend in another blow for the BBC One show.
And earlier in the day Rylan Clark-Neal, co-host of Strictly spin-off It Takes Two, announced he was self-isolating after coming into contact with someone outside of work who tested positive.
Mabuse, who was born in South Africa but lives in Germany, wrote on Twitter: “Earlier this week I needed to travel to Germany for an urgent reason.
“I will of course be following the UK Government guidelines and self-isolating for 14 days.
“I’ll be watching from home and by the power of technology, should be in your living rooms. Watch out though, I’ll be doing my own hair and make-up.”
According to current guidelines, travellers arriving in the UK from Germany must self-isolate for 14 days.
Olympic boxer Adams, 38, and Russian dancer Jones, 31, are currently self-isolating separately after Jones received a positive test while asymptomatic.
They made history this series as the BBC One show’s first same-sex couple.
Jones shared her sadness in a post on Instagram, saying: “My heart is broken I’m utterly gutted this special journey had to end this way and you don’t get to give more. @nicolaadams You are a woman who didn’t need a hero, you became one. Definitely my hero.”
In a statement, Adams added: “I’m absolutely devastated my Strictly journey has come to an end so soon. I had so much more to give and so many people to win this for. But I just want to say a huge thank you to Katya for being the best dance partner anyone could ask for.
“She pushed me way out of my comfort zone and it’s been an incredible experience. I’m gutted to be out of the competition but in these unprecedented times and as frustrating as it is, the Covid measures in place are to keep everyone safe, and I’m doing what I can to help.”
The PA news agency also understands a number of crew members have been forced to self-isolate after coming into contact with Jones.
The rest of the cast are unaffected, according to the broadcaster.
A statement from the BBC said: “Nicola Adams and Katya Jones are to leave Strictly Come Dancing after Katya tested positive for Covid-19.
“Katya is asymptomatic and the pair are now self-isolating separately following the latest government guidelines. As part of the protocols outlined ahead of the series, this sadly means they will no longer be able to take part in the competition.”
On Thursday Clark-Neal, who co-hosts It Takes Two, said he was self-isolating after coming into contact with someone outside of work who had tested positive for Covid-19.
In a message on Twitter, he said he had since returned a negative test result.