The actor, 38, had been spending the night away with his son Harry, 13, leaving Stacey at home with their young son Rex, one.
Stacey's older sons – Zachary, 12 and Leighton, eight – were also out of the house, spending some time with their respective dads.
However, without Joe and the boys in the house, Stacey, 31, got spooked during the night and fled the house, refusing to stay home alone.
Letting her fans know, the Loose Women panelist wrote on Instagram Stories: "Late last night I creeped myself out so ended up packing up Theo and Rex and coming to my sister's.
"I'm such a loser I know but when I'm home alone the slightest noise or shadow gives me the creeps. I'm missing Mr Grumpy and the gang."
Discussing Stacey's sudden departure during a recent interview with Express.co.uk, Joe revealed Stacey had got "worked up" by herself in their Essex home.
He told the publication: "It's something that Stacey does every now and again.
"She does get herself worked up and worried when she's on her own.
"I wasn't worried because I knew she'd be fine and she's got her sister if she needs her around the corner."
The Dancing On Ice champion, who first met Stacey back in 2015 while filming I'm A Celebrity: Extra Camp, admitted the incident made him feel happy about his role in their relationship.
He said: "It was nice though, I felt needed, I felt wanted.
"Like, oh look - can't live without me!"
The lovebirds are one of the UK's most beloved showbiz couples, regularly sharing pranks or sweet tributes to one another over social media.
Settled in their Essex home with their close-knit family, the pair are in no hurry to walk down the aisle, with Joe revealing the coronavirus pandemic put a halt on any proposal plans.
Speaking about tying the knot with MailOnline last month, he said: "It will come in time.
"We've had so many things we need to deal with, the kids, lockdown – I will get round to it eventually."