As Lochte finished his performance with professional partner Cheryl Burke and waited for the judges to critique their moves, men in white T-shirts rushed the stage.
E! News reported that the men may have attempted to attack Lochte, but security stepped in.
No footage of the men on stage is available yet, but the live broadcast shows judge Carrie Ann Inaba telling the men to "back off" of the stage, as her initial critiques were interrupted.
According to E! News, there was a row of people wearing the white shirt, which had the name "Lochte" on it, crossed out in red.
"I'm doing good," Lochte said of the incident after the commercial break. "So many feelings are going through my head right now. A little hurt. I came out here and I wanted to do something I was completely uncomfortable with, and I did."
Inaba shared her thoughts on the incident on Instagram after the show, saying "We had a bit of a scary moment during tonight's live taping of "Dancing with the Stars", but thanks to our security team and incredible staff at #DWTS, no one got hurt. Only positive energy here tonight and always."