The swimming sensation was invited to the party by a Brazilian swimmer but was held at gunpoint - his mum has described it as "terrifying"
Lochte - one of America's leading swimmers - won gold in Brazil, in the 4x200m freestyle relay.
He was invited to the party by a Brazilian swimmer but was held at gunpoint.
He is now reportedly safe and well and called his mum after the incident.
Speaking to Fox Sports News, she described the ordeal as “terrifying” .
The swimmer is now being looked after by teammates following the ordeal.
Rio has seen a steep rise in violent crime recently, with 2,000 murders in the first seven months of this year.
The swimmer provoked amusement during the Olympics when his hair turned green.
Lochte was hoping to give swimming legend Michael Phelps a stern test in the men's 200m individual medley.