U.S. Olympic swimming star Ryan Lochte said he and three other U.S. swimmers were robbed at gunpoint early Sunday morning in Rio de Janeiro by armed men posing as police.

Lochte, 32, told NBC the quartet of swimmers were in a taxi coming home from a party at Club France when the cab pulled over and was accosted by a group of men who flashed a police badge and guns.

"They pulled out their guns, they told the other swimmers to get down on the ground — they got down on the ground," Lochte said. "I refused, I was like, 'We didn't do anything wrong, so — I'm not getting down on the ground.'

"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.' He took our money, he took my wallet — he left my cellphone, he left my credentials."

A U.S. Olympic Committee spokesman identified the other swimmers -- Gunnar Bentz, Jack Conger and Jimmy Feigen -- and said all four were "safe and cooperating with authorities."

A spokesman for Club France, Hugo Sppezapria, told The Washington Post that Lochte and a friend left Club France around 3 a.m. and visited another "community."

"Why the hell would they do that?" Sppezapria said.

Brazilian police issued a statement that said no crime had been reported.

"The Civil Police were not notified about the robbery which an American swimmer suffered after leaving a party," the statement said. "The institution is investigating the incident, on the base of information circulated by the press.

"The American Consulate was contacted and said it had not been notified either. The International Olympic Committee (IOC) said that the U.S. Committee denied the crime. The investigation is in progress."

Lochte later tweeted thanks to family, friends for 'overwhelming support' after the robbery.

Lochte’s mom initially broke the news to Fox Sports Australia and USA Today on Sunday morning.

“I think they’re all shaken up,” Ileana Lochte told USA Today. “There were a few of them. No, they were just, they just took their wallets and basically that was it.”

That account was later confirmed by the spokesman of a friend of Lochte’s, The Washington Post reported.

International Olympic Committee spokesman Mark Adams said the U.S. Olympic Committee initially denied the story, but it looked like that denial “is not correct.” Earlier, Adams had said the reports were “absolutely not true.” He had said his information came from the swimmer and the USOC.

Rio organizers spokesman Mario Andrada said he has been briefed on an “issue” involving the swimmer, but could not say if Lochte was held at gunpoint.

Lochte, who has 12 career Olympic medals and five gold medals, swam in two events at the Rio Games, winning gold in the 4x200-meter freestyle relay.

The Associated Press contributed to this report.