Ryan Lochte Gives Heartfelt Thanks to His 'DWTS' Family After Protester Incident: 'I Have Gotten So Much Love'

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Ryan Lochte is trying his best to move forward after two protesters stormed the Dancing With the Stars stage live on Monday night following his dance with partner Cheryl Burke, shaking up both the Olympic swimmer and the show's judges.

In a Twitter message on Wednesday, 32-year-old Lochte thanked everyone for their support following the frightening incident, including his girlfriend, Playboy Playmate Kayla Rae Reid. The pro athlete was especially touched by the DWTS cast and crew, whom he called his "new family."

"When I was asked to do the show, the one thing that I kept hearing was that it was like joining a big family," Lochte wrote. "After Monday's incident, I now know what that means. I have gotten so much love from everyone on the show, including my partner Cheryl, my fellow competitors, the producers, the security team and its fans."

WATCH: EXCLUSIVE: Ryan Lochte Reacts to 'DWTS' Protesters -- 'It Felt Like Someone Took My Heart Out and Tore It to Shreds'

"I appreciate the opportunity to be a part of the show, and more than ever, I am dedicated to my new family and to working hard to do my best," he concluded.

On Tuesday, Burke claimed Lochte injured his ankle as a result of security tackling one of the protesters in a blog post published on People.

"We have a quickstep this week and Ryan did injure his ankle a little when the protester got tackled, so we'll have to see how our first rehearsal goes," she wrote. "But at the end of the day, we are all just so grateful that no one was more seriously injured."

Burke also said Lochte was deeply affected by the incident, and even apologized to her.

"I looked up to Ryan and I could tell he was on the verge of tears. I could feel his heart sinking into his stomach -- and to be honest, mine was too," she recalled. "I started getting teary eyed and apparently was shaking… I just wanted to be strong for Ryan."

"The first thing he did was turn to me and say, 'I'm so sorry,'" she revealed. "I just told him, 'Never tell me you're sorry again. These tears are just because I don't want you to be hurt or for you to lose your spirit.'"

The LAPD told ET that the two men, ages 25 and 59, who ran on to the stage did not have valid tickets to the ABC show's taping. The men were booked for trespassing, and transported to Metropolitan Detention Center in downtown Los Angeles, California, where they were held overnight. The protesters were released from police custody at 11 a.m. on Tuesday, with a court date set for Oct. 4.

WATCH: Cheryl Burke Says Ryan Lochte Injured His Ankle When 'DWTS' Protesters Stormed the Stage

ET spoke to Lochte on Monday following the incident, when he told us he was "really hurt" by the disruption.

"Honestly, it felt like someone just reached inside, took my heart out and tore it to shreds," he admitted. "I was really hurt when I saw that and I was in shock. But I looked at Cheryl and she just smiled and said, 'You just did what you said you can't do. You danced in front of millions.' And I was like, 'You're right.'"

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