Maksim Chmerkovskiy & Peta Murgatroyd: We Leave the Competition in the Ballroom

10/02/2012 AT 12:55 PM EDT

They've been dating for months. But in the ballroom, Dancing with the Stars pros Maksim Chmerkovskiy and Peta Murgatroyd are rivals who have a job to do – and that means putting personal feelings aside and trying their best to win.

"It's great. It's healthy competition," Murgatroyd, 26, tells PEOPLE of squaring off against Chmerkovskiy in the current all-stars season, with her partner Gilles Marini. "I want to win again. He wants to win. But you know, I don't care about that. He doesn't care that I want to win. We all want to win!"

The key, she adds, is not to let the rivalry affect their downtime together.

"We don't take work home with us. We leave it here," she says. "I think that's the best thing to do."

For his part, Chmerkovskiy, 32, says he isn't worried about any of the other pros – he's focused on his partner, Kirstie Alley, and how she's doing.

"We're not competing against anybody," he says. "We're competing against each other for the most part!"
MORE ON: Kirstie Alley
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