The 45-year-old received the painful bruises after taking part in The Skeleton, a challenge that has left several contestants before her with injuries.
Posting to her 10,900 Instagram followers, Caprice took shots of her arms and legs in a bathroom mirror.
“My well deserved war wounds from the terrifying #skeleton #thejump @channel4 @thejumpc4 on tonight,” she captioned the photo.
Fans of the model posted their concerns, with one simply writing: “Ouch.”
“Oh my goodness!! I don’t want to like this picture but you’re a brave lady!” posted one fan, as another wrote: “Ouch that looks sore darling!”
Considered the world’s first sliding sport, The Skeleton involves plummeting head-first on a sled down a steep icy track.
It comes as Amy Willerton became the latest celebrity to undergo a terrifying incident during tonight’s Channel 4 programme.
The 24-year-old former Miss Universe ran into serious trouble while taking part in the skeleton race.
“Wait, wait Marcus, wait. Can I just gather my thoughts for a sec?” she could be heard nervously asking at the top of the course.
“Ok, so I’m going to enjoy this, right?” she continued.
She was then seen to fly down the course at an alarming speed before brutally crashing into a wall.
Appearing to glide down the remainder of the course motionless, former Olympic athlete Graham Bell commentated: “Amy is on. Big slide. Big slide! She’s off! Crashed!” as a production member shouted: “We need a medic.”