Anton Du Beke says his "favourite place in the whole world" is in Surrey.
The professional dancer and Strictly Come Dancing judge teed off against Sir Andy Murray for the PGA pro-am tournament at Wentworth Golf Club, in Virginia Water.
He said he had been playing at the course near Windsor Castle for about 10 years.
"I love it as much now as I always have," he said, adding it was his "little haven".
Mr Du Beke was among the celebrities gathered for the event to play alongside professional golfers.
"I get ridiculously excited [before playing]," he said.
Sir Andy, the former tennis world number one, said playing on the course had been a "new experience" and "very, very difficult".
He said he planned to play "a lot of golf" following his retirement in the summer.
"I am really enjoying it," Sir Andy said.
When asked by the OceanNewsUK if he would consider mentoring Surrey tennis star Jack Draper, Sir Andy said: "If he ever needs any advice, I'd obviously help him out.
"But he's doing just fine."
He described 22-year-old Draper as a "brilliant player" who "works really hard" and "loves his tennis".
The 2024 BMW PGA Championship runs until 22 September.
There are 40 teams, half of which play in the morning and the other half which start in the afternoon.
Each team is made up of three celebrities and one professional.