Olympic swimmer Rowdy Gaines is issuing a warning after his family almost became victims of a virtual kidnapping scam when they received a disturbing phone call from a stranger saying his daughter was being held hostage.

The terrifying ordeal began Saturday when Gaines' daughter, Madison, received a phone call from a woman pretending to be with the "Colorado Police Department," the college student said in a lengthy Facebook Live video posted Monday.

Madison said the woman told her she had a warrant out for her arrest because she didn't appear in court for a summons and then gave her an address in Colorado, where she attends college, to drive towards.

Unaware that the woman on the phone was not really with a police department, Madison drove to the address, which was a Walmart. Madison was then instructed to buy a pre-paid card and take money out of an ATM.

While Madison was being directed to another location and on the phone with the woman, her parents received a phone call from a man pretending to have her hostage. Madison said the two somehow were able to get her and her parents on a three-way call.

"I could hear my dad. I could tell he was on the phone," she said. "I could hear my dad yelling at these people."

In a Facebook post, Gaines explained that the man who called him and his wife, Jude Zachea Gaines, demanded he drive to a nearby store and wait for instructions on what to do. He said during the call, the man threatened to kill Madison and then himself.

The couple was eventually able to alert the police, who told them the kidnapping was not real and the people they were talking to were scammers.

Gaines, a three-time Olympic gold medalist, called the incident a "terrifying nightmare."

"Our hope is this post will help others have a shield to these types of scams and create an awareness to others," Gaines posted.

Virtual kidnapping scams have been around for almost two decades. FBI Los Angeles Special Agent Erik Arbuthnot said in a 2017 report that it started happening more in the United States in 2015 and scammers typically choose various cities and will then cold-call "hundreds of numbers until innocent people fell for the scheme."