"You know, right after the show I wanted to quit because it hurt so bad," Lochte told CNN Monday night. "And having my mom in the stands, watching her go through it, that hurt me. And I wanted to quit."
As shown on Monday's program, Lochte's mother was distraught after two anti-Lochte protestors -- later identified as Barzeen Soroudi and Sam Sotoodeh -- stormed the stage as Lochte and partner Cheryl Burke received their critiques during the show's season premiere.
"I was like, 'You know what? I did something that I've never done. I danced in front of millions and I'm done,'" Lochte remembered.
Ultimately, Burke and his family reminded Lochte that he's "not a quitter," he said, "so I'm still here."
The two protesters told reporters last week they staged the stunt to protest the casting of Lochte, who this summer had been entangled in a flurry of bad press stemming from his "exaggerated
" claim that he and three other swimmers had been robbed at gunpoint while in Rio de Janeiro for the Olympics.
The two men were joined by four others in the crowd who all wore t-shirts with Lochte's name circled and crossed out.
During Monday's show, Lochte's fellow contestants donned similar shirts for a brief moment, except these had Lochte's name inside a heart symbol.
It was that support from his fellow dancers that helped him stay positive and ultimately want to continue, Lochte said.
"They all have shown me so much support throughout this whole week that really kept me positive," he said.
Prior to returning to the dance floor for the second time, Lochte took to instagram
to thank his fellow "Dancing with the Stars" dancers for their support, calling them his "new family."
Immediately following the incident, Lochte told CNN he was "heartbroken
" by the interruption. After his week 2 performance on Monday, he admitted there had been strong emotions backstage.
"You know, when we got back, I cried," he said. "I got teary eyed because ... this show is so classy and so fun and everyone comes together like a family. It's such a good show that I didn't want that negativity."
Lochte and Burke ended up scoring a 24 out of 40 for their quickstep set to the theme of "The Muppet Show," putting them toward the bottom of the leaderboard.
Still, Lochte says he's glad he's still around.
"I am happy because like I said, I never want to say 'What if' in life. And I didn't. I'm not going to -- not yet," he said.
Tuesday night's episode of "Dancing with the Stars" will mark the season's first elimination.
Along with Lochte, celebrity dancers Jake T. Austin, Amber Rose, and Rick Perry were among this week's lowest scorers.