US Olympic swimmer Jimmy Feigen apologised on Wednesday for omitting key details when he told Rio de Janeiro police this month that he and fellow swimmers had been held up at gunpoint.

In a statement on the website of an Austin, Texas, law firm, Feigen said he failed to tell police that the swimmers had urinated behind a building or that teammate Ryan Lochte had torn a metal-framed advertising poster from a wall.

"I realise that I made a mistake by omitting these facts. I was trying to protect my teammates and for this I apologise," said Feigen, 26.

Initial claims by the Olympians that they were robbed at gunpoint had embarrassed Brazil, which suffered a series of assaults against visiting government ministers, athletes and tourists, until local police accused Lochte, 32, of making up the story to cover up vandalising a gas station.

Lochte said in an interview on Brazil's Globo TV on Saturday that he was sorry for exaggerating but that he did not lie.

Feigen said a man at the gas station pointed a gun at him, and that he was unsure at the time if the gunman was affiliated with the gas station. He and swimmer Gunnar Bentz gave the man money, he said.

"This was the first time I have ever had a gun pointed at me and I was terrified," he said.

Brazilian authorities returned Feigen's passport and allowed him to leave the country after he paid a 35,000 reais ($11,000) fine.

Feigen said he arrived home late on Saturday, and he praised the people of Rio "for their hospitality in hosting these games."

"I have nothing but respect for the city in undertaking the massive responsibility of hosting the Olympics and I feel their performance was exemplary," he said.