"When I asked to do the show, the one thing that I kept hearing was that it was like joining a big family," Lochte wrote in a note posted to Twitter. "After Monday's incident, I now know what that means."
On Monday, two men wearing shirts with the swimmer's name crossed out stormed the "Dancing with the Stars" ballroom floor while judges were delivering their critiques of Lochte and partner Cheryl Burke's performance.
The men, later identified by Los Angeles police as Barzeen Soroudi and Sam Sotoodeh, were quickly tackled by the show's security off-screen and later arrested for trespassing. In addition, four others also wearing shirts with anti-Lochte messaging were escorted out of the audience.
Their objection to Lochte's casting on the hit reality series stemmed from the Olympian's "over-exaggerated
" claims that he and fellow swimmers were robbed at gunpoint in Rio de Janeiro.
"I have gotten so much love from everyone on the show, including my partner Cheryl, my fellow competitors, the producers, the security team and its fans," Lochte added in his note. "I appreciate the opportunity to be part of the show, and more than ever, I am dedicated to my new family and to working hard to do my best."
The incident left the judges and dancers shaken, with Lochte telling host Tom Bergeron after an impromptu commercial break that he was feeling "a little hurt."
After the show, Lochte told CNN that he was saddened by what happened.
"You know, at that moment, I was really heartbroken," he said. "My heart just sunk. It felt like somebody just ripped it apart."
Burke revealed in a Tuesday blog post for People
that Lochte suffered an ankle injury when the protestor was tackled and fell into Lochte.
Locthe's fellow "Dancing with the Stars' competitors were quick to come to his defense, however.
Robert Van Winkle, known best as Vanilla Ice, told CNN Olympic champ Lochte was "a hero."
Former NFL wide receiver Calvin Johnson, Jr. called the event "unfortunate," and added in Lochte's defense, "Nobody's perfect. Everybody makes mistakes."