The documentary maker and former Strictly Come Dancing winner had been guessed by judges Oti Mabuse and Jonathan Ross before she was unmasked.
Dooley said of her costume: "I wanted to be something really daft, I didn't want to be anything sexy or girly."
Ex Strictly pro dancer Mabuse asked whether Dooley had told her partner and fellow former Strictly pro Kevin Clifton, who Dooley recently announced she is expecting her first baby with, that she was taking part.
Dooley said he did know, but when asked whether he had helped her rehearse, she joked: "Nah, he won't dance unless he's being paid."
She added: "It's been a total scream, I've really enjoyed it."
Scissors, Prawn Cocktail, Pillar and Post, Odd Socks and Candlestick all performed in week three of the ITV contest, with the remaining five masked dancers due on stage next week.
This week, the two contestants with the fewest votes went up against each other in a dance off for the first time, which saw Prawn Cocktail take on Scissors.
Judges Peter Crouch, Davina McCall, Oti Mabuse and Jonathan Ross opted to keep Scissors in the competition, leaving Prawn Cocktail to be unmasked.
So far, guesses for Scissors have included Ashley Roberts and Amanda Holden, with some viewers and judges convinced she is a professional dancer while others think she could be a model.
Elsewhere, viewers and judges Crouch and Mabuse were sure that the show's first ever duo, Pillar and Post, are David Seaman and Frankie Poultney.
Many of the clues from their video seemed to reference football, including sitting on a bench and a collection of bottle caps that appeared to suggest gaining caps in playing for England.
Their routine this week included many Dancing On Ice lifts and spins, the programme where they met while skating together, before later marrying.
The Masked Dancer continues next Saturday on ITV.
Watch: The Masked Dancer: Amanda Holden hints she might be Scissors