Winkleman - who features in a list 30 of the most powerful women in Britain on the small-screen and radio, produced at the end of this article - said that she could not imagine fronting TV shows for too much longer.
She told Radio Times: "I expect I'll only do telly for another few years."
The 42-year-old joked: "I imagine I'll be fired after this series of Strictly, possibly on air!"
According to the magazine, Winkleman believes that as a 40-something woman "you have a window" for doing television.
But she said that she had not experienced sexism in the industry, and asked whether the pressure was more acute for women than men, she replied: "No, I don't think ...that's necessarily true. You can't expect to have the greatest job on earth for ever. That's just greedy."
She added: "I think it would be arrogant to take it for granted."
The star admitted that she was nervous about walking down the stairs on the ballroom dancing show in heels and that in rehearsals "I get so nervous, that Tess (Daly) basically has to look after me."
She and Daly choreographed an original dance move, "the dolphin", and were thinking of opening the first show in the series with the dance before abandoning the idea.
She said of having a show presented by two women: "It's so ridiculous it's taken so long."
Earlier this year, Winkleman revealed that she had chopped her trademark fringe ahead of her new presenting role on Strictly, which this year features Judy Murray, Mark Wright and Gregg Wallace among the line-up.
Now she has told Radio Times: "A very long fringe over dough balls in Pizza Express when you're flirting with your husband is one thing. It's different if you're connecting with an audience and expecting them to watch. I cut it out of respect for them."
She added: "They (the producers) didn't tell me because they're too sweet, but I got the feeling it would be a good thing."
Daly said that TV bosses had been "generous" and "loyal" by allowing her return to Strictly halfway through an earlier series after having her second child.
She has previously told how she once lactated live on air.
"But that wasn't on Strictly," she told the magazine.
:: Most powerful women in British TV and radio (on-screen) drawn up by a team of broadcast experts for Radio Times (in no particular order).
:: Olivia Colman
:: Mary Berry
:: Clare Balding
:: Julie Walters
:: Victoria Wood
:: Dawn French
:: Sheridan Smith
:: Mary Beard
:: Sarah Lancashire
:: Joanna Lumley
:: Claudia Winkleman
:: Sarah Millican
:: Kirstie Allsopp
:: Miranda Hart
:: Anne Reid
:: Kirsty Wark
:: Sue Vertue
:: Elisabeth Murdoch
:: Charlotte Moore
:: Jay Hunt
:: Helen Boaden
:: Sally Wainwright
:: Kim Shillinglaw
:: Nicola Shindler
:: Beryl Vertue
:: Heidi Thomas
:: Abi Morgan
:: Anna Mensah
:: Hilary Bevan Jones
:: Pippa Harris