Four American Olympic swimmers, including Ryan Lochte , were robbed at gunpoint in Brazil, NBC News reports. The incident happened overnight Saturday as Lochte, Gunnar Bentz, Jack Conger and Jimmy Feigen were taking a taxi from the French Olympic team's hospitality house back to the Olympic Village, when they were pulled over by men posing as police. Rio Olympics: Stars to watch "We got pulled over, in the taxi, and these guys came out with a badge, a police badge, no lights, no nothing just a police badge and they pulled us over," Lochte told NBC News. "They pulled out their guns, they told the other swimmers to get down on the ground -- they got down on the ground. I refused, I was like we didn't do anything wrong, so -- I'm not getting down on the ground." Lochte continued, "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 cell phone, he left my credentials." Initially, there were conflicting reports of what happened as the International Olympic Committee denied any incident took place. Lochte swam a pair of events in Rio, winning gold in the men's 4x200-meter relay.