Lolo Jones certainly knows how to make lemonade out of lemons.

The former Olympian was deep into training for the 2020 Olympics, “in one of my best physical shapes,” she tells Variety, when the COVID-19 pandemic hit and those games got postponed. Rather than fall behind in her regimen, she pivoted to focus on training to be a part of the United States’ bobsled team at the 2022 Winter Olympics. But, as the pandemic raged on, that training season got shut down, too. With “all this built up energy,” Jones pivoted again and joined the cast of MTV’s “The Challenge: Double Agents.”

“Imagine training for something for four years and then it’s completely shut down, and you’re sitting on your couch. I just wanted to compete, and they had set up the safe parameters to film, and so I thought it would be a good way to release all of that energy,” she says.

Although MTV bills her as a “rookie” on the season — and her fellow challengers treat her that way, at least in the beginning, she admits — this is not truly Jones’ first time on “The Challenge.” In 2017, she competed on a special “Champs vs. Pros” season, for which the winner would donate the $50,000 grand prize to a charity of their choice. Playing for Hurdles of Hope at the time, Jones was eliminated from the competition in the sixth episode, but her competitive nature always had her eyeing a return to the show, she says, even if her Olympic-training schedule did not make it possible before now.

Returning to the format now, though, when the prize is much bigger — $1 million — is not something Jones took lightly.

“What a lot of people don’t understand about the show is there’s different elements; these games are quirky,” she says. “Every daily elimination is different and there’s no way to properly train for each one.”

That certainly didn’t stop her from trying, though. From watching regular seasons of “The Challenge,” Jones knew that endurance was essential to being able to tough it out in most of the physical competitions — and she also learned the importance of puzzles and “just the randomness of each challenge.” To get in “Challenge” shape, as opposed to Olympics shape, she shifted her workouts to include more running and cardio, and began working “math problems or some kind of puzzle in between those rounds.”

Jones admits that the veteran challengers on “Double Agents” didn’t underestimate her physicality this season, but she thinks they may have forgotten, or just simply didn’t know, that she was entering the game after making it to the final four on CBS’ “Celebrity Big Brother” in 2019, and therefore did have experience playing a political game. (Because “Champs vs. Pros” was for charity, it never got as cutthroat as the majority of the seasons of “The Challenge” proper do.) But the combination of her experience there and her experience training for the U.S. Olympic teams had her poised to take on the competition.

“I’m a firm believer in iron sharpens iron, so I like people that will push me; I like being around people that I don’t know if I can beat or not,” Jones says. “At the end of the day, those are the people that are going to push me to be a stronger competitor mentally and physically. But that’s what you’ll find is the difference between the Olympics and reality shows: in the Olympics, usually people have that mentality like, ‘I want against the best,’ but on a reality show where you’re competing for $1 million, you don’t have to compete against the best. If you can get them out, get them out.”

“Double Agents” forces its male and female competitors to team up, creating a duo who will compete with each other. But each individual in that duo still has decisions to make to ensure he or she can best advance their own game. That can come with backstabbing and double-crossing in a way that could wreak havoc on one’s mental state. But this, too, Jones says, is not unlike how it feels to train to compete on an Olympic team where you have to work with others at times, but where, at the end of the day, you’re trying to edge out the others trying to take your slot on the team.

Jones has spoken about the toll such high-pressure environments can take on a person publicly in the past, most notably in the HBO documentary “The Weight of Gold,” which aired in July 2020.

“I’ve always wanted to get to the point where I could use my platform to help people who struggle with depression,” Jones says. “But what I’ve noticed is there’s [still] a stigma when people talk about mental health, there’s a stigma when people talk about depression, and we’re just not there yet. People come to it uncomfortable and there is a big fear that people will lose out on jobs, opportunities. It’s happened even before — even my teammates in the HBO documentary were afraid to speak out because then people were like, ‘Oh, well, they maybe can’t handle this.’ I just hope that it gets to a point where people feel safe.”

After having only a few days to decompress from “Double Agents” (“Basically I went home and repacked my bags. I had like dress outfits for ‘The Challenge,’ like makeup and jewelry and heels; I basically dropped that bag off and switched it for snow pants, gloves, hats, track running shoes, bobsled shoes,” Jones says) she is back in the Olympic Training Center, trying to make the U.S. bobsled team for the 2022 Winter Olympics. So whether or not another season of “The Challenge” will be in her feature is too soon to tell.

“My next year and three months is not focused on gold skulls but gold medals for Team USA,” she says, noting she is training for bobsled rather than return to hurdling at the moment because “that would give me a little bit more time if things are not operational for Summer Olympics. I’m putting basically all of my eggs in the Winter Olympics because I feel like by 2022 we’ll have a handle on the situation.”

“The Challenge: Double Agents” airs Wednesday at 9 p.m. on MTV.