The former EastEnders actor, who played Mickey Miller in the BBC One soap, had been on holiday with a group of friends in the resort of Flaine when they were approached.
Joe and his pals were allegedly confronted by a “blade-wielding thug” outside their chalet in the early hours of Thursday morning.
According to reports, the man flashed a knife at the group after a row erupted and police were then called.
A witness told The Sun: “It was scary. Police were called but no one was arrested or hurt.”
Joe’s representative told the publication: “They are all a little shaken up.”
It is believed Joe’s girlfriend, Stacey Solomon, was not with him in the French Alps.
The I’m A Celebrity… Get Me Out of Here! winner has previously spoken out against knife crime after his childhood friend Ben Kinsella was murdered in June 2008.
The 16-year-old brother of ex EastEnders star Brooke Kinsella was killed in a knife crime in London.
And Joe donated all of winnings from the show to the Ben Kinsella Trust, which was set up by Ben’s sister.
He’d pledged his £30,000 prize to the charity after he was crowned King of the Jungle.
Joe said it was “the proudest moment” of his life when he handed over the cheque.
“This campaign means a lot to me,” he told The Sun at the time.
“I hope any money I may have got from people will be able to make a difference. Knife crime is getting out of hand.”
According to the Ben Kinsella Trust website, Joe has also made various other donations through his TV appearances.
The Trust aims to campaign against knife crime and educate young people about the consequences of their choices.
Express.co.uk has contacted a representative of Joe Swash for comment.