The Britain’s Got Talent judge, 48, was playing on an inflatable assault course with her family on a half-term break when the accident occurred.
Holden was rushed to hospital where she underwent an operation and had a metal plate fitted in her leg after snapping her fibula in two places.
She said: “Sadly this is true. I suffered a nasty accident while playing in the sea with the family during our half-term holiday and subsequently broke my leg in two places.
“I had an operation on Friday and a metal plate was fitted.”
A spokesman for the star said it is “business as usual” despite the surgery, and she will return to host her Heart Breakfast radio show on Monday.
Holden is married to record producer Chris Hughes, whom she has two daughters with.
She joined Britain’s Got Talent in 2007 where she is a judge alongside Simon Cowell, David Walliams and Alesha Dixon, and started her career in showbusiness as an actress on television shows including ITV’s Wild At Heart and Cutting It.