The presenter is currently on her summer break but was seen in a segment on the ITV daytime show on Friday (25 August), as Rochelle Humes and Andi Peters hosted.
Willoughby is a huge fan of the murder mystery series and was surprised with the offer of a role back in 2021.
The episode - entitled Witches Of Angels Rise - is set to air this weekend so the presenter shared some details on This Morning.
Willoughby plays herself in Midsomer and is set to appear in two scenes.
The segment showed her shooting in what looked like a country mansion.
Speaking before she got started, she told viewers: "The day has finally arrived, dreams are coming true."
"You are witnessing the birth of an acting star," the TV star joked, before adding: "Probably not!"
In one scene, Willoughby had to interrupt a group of people, saying: "Excuse me."
And she confessed she hadn't even spotted the scene in the script because she'd been so focused on her later lines, which she'd been up all night learning.
Willoughby’s role came about after cast members Neil Dudgeon and Nick Hendrix surprised her on This Morning.
She was hosting with then presenting partner Phillip Schofield when the pair went on and said they knew she was a fan and asked if she’d like a cameo.
Willoughby was overwhelmed, exclaiming: “Oh guys!”
But she warned the actors: “I mean, you are going to have to kill me off really quickly because I am terrible at acting. I don’t know what I am going to do!”
She later shared a picture of herself on set with a clapperboard, telling fans her excitement level was “off the chart”.
The episode airs at 8pm on Sunday (27 August).
Watch: Holly Willoughby's statement in full as she returns to This Morning for first time since Phillip Schofield's exit