September 14, 2016 04:25 PM

Monday night was an unexpected nightmare for Ryan Lochte when two men rushed the stage in protest after his premiere performance on season 23 of Dancing with the Stars, but by the next day it was back to work for the Olympian and his pro dancer partner, Cheryl Burke.

A source tells PEOPLE the two went into rehearsal Tuesday “determined to show people how focused they are.”

“They’re both really appreciative of everyone who leapt to Ryan’s defense,” the source adds of the dancing couple, who are slated to perform a quickstep on the ABC reality dancing show next Monday.

Lochte has faced major criticism in the wake of his Rio Olympics robbery scandal in August, but Burke says she and Lochte, both 32, are not going to let the scandal – and the protest – deter them from succeeding.

Cheryl Burke and Ryan Lochte
Craig Sjodin/ABC

“I know it will probably take us a few weeks to put this incident behind us, but I know Ryan wants to move forward and he’s not going to let this bring him down,” Burke said Tuesday in her blog, which is written exclusively for PEOPLE.

Burke says that Lochte suffered a minor ankle injury when one of the protesters was tackled by security on Monday, but the Olympic swimmer echoed his partner’s positivity in an Instagram post on Wednesday.

“I have gotten so much love from everyone on the show, including my partner Cheryl, my fellow competitors, the producers, the security team and its fans,” he wrote. “I appreciate the opportunity to be a part of the show, and more than ever, I am dedicated to my new family and to working hard to do my best.”

Dancing with the Stars airs Mondays and Tuesdays (8 p.m. ET) on ABC.

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