(CNN) Protesters rushed the stage after swimmer Ryan Lochte's first performance on "Dancing with the Stars," interrupting the live show Monday evening. The incident occurred as Lochte was receiving one of the judge's critique of his dance routine.

"Two individuals stormed the dance floor tonight and were immediately subdued and escorted out of the building," a spokesperson for the company that produces "Dancing with the Stars," BBC Worldwide Productions, told CNN.

Lochte joined Season 23 of "Dancing With The Stars" after a spate of negative publicity he received for admitting he "over-exaggerated" claims that he and fellow swimmers were robbed at gunpoint in Rio de Janeiro

Although the show was live, the actual incident was not shown on camera by ABC.

At least one audience member was able to record the moment security guards tackled Soroudi and Sotoodeh and posted video to social media.

Another angle of Lochte protesters on #DWTS #DancingWiththeStars



Why does this remind me of a Trump rally 🤔 pic.twitter.com/YKCwT5dirE — DCHomos (@DCHomos) September 13, 2016

Throughout the brief incident, the camera stayed focused on judge Carrie Ann Inaba, who yelled "Excuse me!" multiple times as clamor rose in the audience and onstage.

"Off! Off!" she yelled, gesturing for the intruders to get off stage.

JUST WATCHED Lochte: 'I over-exaggerated' Olympics robbery story Replay More Videos ... MUST WATCH Lochte: 'I over-exaggerated' Olympics robbery story 01:35

The network went to a commercial break, but the camera briefly showed Lochte and his dancing partner, Cheryl Burke, as both appeared flustered and surprised.

"Dancing with the Stars" host Tom Bergeron addressed the interruption after the commercial break.

"We had to go to break because we had a little incident," he said, although he didn't clarify any further. Bergeron thanked the security team on the show.

He also asked Lochte how he was doing after the interruption.

"I'm a little hurt"

"So many feelings are going through my head right now," said the Olympic swimmer. "I'm a little hurt."

After the show, Lochte told CNN that he was saddened by what happened.

"You know, at that moment, I was really heartbroken," he said. "My heart just sunk. It felt like somebody just ripped it apart."

But Lochte added he "had to brush it off."

"Completely shocked" but "beyond" proud of him

"I had to realize that I came out here in front of millions. I did something that I did not know how to do -- I don't know how to dance," he said. "And I gave it my all and I'm glad I did it and I'm glad I'm here."

His dancing partner, Burke, said she was "completely shocked" but "beyond" proud of him.

CNN crews captured two suspected protesters outside of the event being led away in handcuffs. They both wore T-shirts that contained a red circle with a slash going through the word Lochte. One man called Lochte "a liar."

A spokesperson for the company that produces "Dancing with the Stars," told CNN that "the matter is now being handled by the authorities."

Official statement from BBC Worldwide Productions spokesperson re: Lochte protestors on #DWTS pic.twitter.com/7ret4u4ds5 — Sandra Gonzalez (@TheSandraG) September 13, 2016

"Saddening and disheartening"

Lochte's fellow cast members rallied around the Olympic champ after Monday's incident.

Professional dancer Witney Carson, who this year is paired with Robert Van Winkle, known best as Vanilla Ice, said she'd never seen anything like the incident during her time on the show.

"I think it was just saddening and disheartening more than anything because this is such a positive show and we're all about putting people in a positive light," she said. "For somebody to want to ruin that for Ryan is just really, really hard."

"He's a hero and a great guy on top of that"

Van Winkle also offered Lochte his support.

"He won the gold medal for this country, folks. Get over the bull story, whatever. It doesn't matter," he said. "He's a hero and he's a great guy on top of that."

Former NFL wide receiver Calvin Johnson, Jr. told CNN the "unfortunate" event no doubt put "a damper" on Lochte's debut, but said he gave his fellow dancer a pep talk backstage.

"You know, you have to keep pushing, have another great week next week," he said. "It sucks to have somebody like that in the crowd do those kinds of things. Nobody's perfect. Everybody makes mistakes."

"Dancing with the Stars" airs Mondays on ABC.

Additional reporting by Chloe Melas.