Willis, 26, makes her Broadway debut in the Prohibition-era musical Aug. 18 and will keep the role through Oct. 11, she announced last week.
The production will run at the Ambassador Theatre in New York City.
She seems to be getting right into the '1920s mood, posting a video of live jazz music Sunday.
The Dancing with the Stars champ follows a long line of stars who have stepped into Roxie's high heels. Singer Brandy currently stars on Broadway, Renée Zellweger was nominated for an Oscar after her portrayal in the 2002 movie, and Liza Minnelli, Brooke Shields, Ashlee Simpson, Melanie Griffith, Michelle Williams and Christie Brinkley have all played the part.
When Willis broke the news, she wrote on Instagram that she "could not be more excited."