"You know what's so funny, people were telling me about that. I didn't see them in the club that night," he said. "I didn't see them. I guess that's why they call it club Hyde."
"No, I wasn't hiding but it's dark in there," he added. "It's dark in there and it's just probably hard to see people. I ran into LeBron James that night, but I didn't see Kylie or Khloe."
Lamar says that when he and Khloe do actually run into each other, however, it's all love.
"[It's] a kiss on the cheek," he shared. "'Good to see you.' Still friends."
Lamar, 39, and Khloe, 35, tied the knot in September 2009, just one month after they first met. Khloe filed for divorce in December 2013, but the two didn't finalize their divorce until December 2016. As many of their fans may recall, Khloe withdrew her then-pending divorce petition in October 2015 when Lamar was hospitalized following a near-fatal overdose in a Nevada brothel. Khloe was by Lamar's side throughout his recovery, along with her family. They've seemingly remained amicable since.
As for Lamar's exit from DWTS on Monday, the athlete told ET that he is staying positive and moving forward.
"I feel OK. All good things come to an end," he explained, crediting Peta for helping him get this far. "It was a great journey. Never had a sister before and now I've got one."
"It changes people's lives," Peta added. "This show, people come on here and it just changes people ... [to] relive their careers and get this new start on life again. It's really helped a lot of people."