While everyone has been focused on at all the excitement of the Olympics, U.S. swimmer, Ryan Lochte, admits he and three of his teammates were robbed at gunpoint while in Rio.

According to NBC News, Lochte, Gunnar Bentz, Jack Conger and Jimmy Feigen, were in a taxi, Saturday night, when they were pulled over by men who were disguised as police and carried badges. The men pulled out guns and told the swimmers to get down on the ground. Lochte says he didn't get down because they didn't do anything wrong but admitted his teammates did what they were asked.

Locate spoke with the TODAY show and said:

"And then the guy pulled out his gun, he cocked it, put it to my forehead and he said, "Get down," and I put my hands up, I was like 'whatever.'

The men ended up taking their money and wallets.

Fortunately, no one was hurt or injured.

Rio police have now opened an investigation after hearing about it through the media.