Dancing with the Stars: Sean Lowe and Peta Murgatroyd Rehearsed in Secret

03/19/2013 at 09:30 AM EDT

Until recently, Sean Lowe was running around in secret with not one but two women!

But Catherine Giudici needn't worry. The other woman is Peta Murgatroyd, his pro partner on Dancing with the Stars.

Much as he did with Giudici, Lowe had to keep his relationship with Murgatroyd quiet until The Bachelor finale aired on March 11, as ABC producers didn't want to take the spotlight away from the dating show.

"We had to be very secretive. We had to dance in locations away from all the other dancers so that paparazzi couldn't take pictures," Lowe, 29, told PEOPLE at Monday's premiere.

Murgatroyd, 26, said it wasn't easy to keep her mouth shut. "It was kind of hard to keep it a secret," the Australian dancer said. "We couldn't say a word."

Giudici, 26, was in the audience for the premiere, watching her fiancé and his partner earn 19 points for their foxtrot.

Lowe says it's all about teamwork with Murgatroyd – and not just on the dance floor. "This is embarrassing," he says, "but when one of us needs to go to the bathroom during practice, the other one goes. We're all about the team!"

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