Ms Kalembe made the announcement while appealing for funds from the public. She said she was yet to traverse some districts with a month to the general election, local media reports.
On Thursday, she told a local television channel that she “would not pull out of the campaign but was restrategizing”.
Ugandans are set to vote on 14 January for a new parliament and president.
Incumbent President Yoweri Museveni, who has been in power for three decades, is facing opposition from 10 other candidates including musician and legislator Robert Kyagulanyi, popularly known as Bobi Wine.