Ryan Lochte admitted that he wanted to leave Dancing With the Stars after the incident in the premiere episode last week.

Shortly after Lochte and his dancing partner Cheryl Burke performed last Monday, two men wearing anti-Lochte shirts stormed the stage to protest the swimmer, who vandalized a gas station with friends at the Rio Olympics this summer.

While Lochte put on a brave face and continues to be in the competition, he admitted to CNN this week that he initially wanted to quit.

"You know, right after the show I wanted to quit because it hurt so bad," Lochte told CNN on Monday. "And having my mom in hysterics, crying -- watching her go through it, that hurt me. And I wanted to quit."

He previously spoke with CNN about crying after the show was over.

"I got teary eyed because ... this show is so classy and so fun and everyone comes together like a family. It's such a good show that I didn't want that negativity."

Lochte ultimately received a huge swell of support from his fellow celebrities and pro dancers, which helped him through the week. "They all have shown me so much support throughout this whole week that really kept me positive," he admitted.

Lochte performed for the second time last night, dancing to the theme from The Muppet Show. He and Burke received the exact same score from judges as last week, a 24 out of 40. This puts him towards the bottom of the leaderboard and at risk of being eliminated sooner rather than later. He is currently ninth on the leaderboard and tied with Maureen McCormick. Only Jake T. Austin and Rick Perry are lower than him.

Dancing With the Stars airs Mondays and Tuesdays at 8 p.m. ET/PT on ABC. Tonight will feature the first elimination of the season.

Tags: Dancing with the Stars Reality TV ABC ryan lochte