Authorities believe Ryan Lochte and his US swimming teammates made up the story that they were robbed at gunpoint in Rio, and instead say surveillance video of the incident shows them causing damage to a gas station.

A Brazilian security source said the four swimmers handed over cash to pay for the damage after a dispute with guards.

Gold medallist Lochte, one of swimming's most decorated Olympians, returned to the US on Monday, but authorities stopped Gunnar Bentz and Jack Conger from leaving the country at the airport on Wednesday.

Bentz and Conger, along with team-mate James Feigen, are helping police with their investigation, the U.S. Olympic Committee (USOC) said.

Rio games organisers defended their actions, saying they were just kids who were having fun and made a mistake.

"These kids tried to have fun, they tried to represent their country to the best of their abilities," Rio 2016 spokesman Mario Andrada told reporters.

"They competed under gigantic pressure. Let's give these kids a break. Sometime you take actions that you later regret. They had fun, they made a mistake, life goes on."