Lochte, 28, who won five medals at the 2012 London Olympics and drew headlines after a controversial comment from his mother, was set to film the secret role this week. 30 Rock writer Jack Burditt tweeted a picture of Lochte with creator, executive producer and star Tina Fey.
Lochte has already filmed a guest-starring role on the Oct. 29 episode of 90210 and he is also set to contribute to E! News's fashion week coverage. He joins previously announced 30 Rock guests Bryan Cranston and Catherine O'Hara.
The final season of 30 Rock premieres on Thursday, Oct. 4 at 8/7c on NBC.