April 28, 2017 10:00 PM

Peta Murgatroyd and Maksim Chmerkovskiy say they’re getting a restraining order against the man who tried to break into their Los Angeles home.

PEOPLE confirmed that Los Angeles police responded to a “civil dispute” on Tuesday morning at the home of the Dancing with the Stars pros after a man tried to break into the property.

Speaking with PEOPLE, Murgatoryd now details the “really scary” incident — and explains why the couple is “not playing games” moving forward.

“It was so intense. We got a knock at the door around 2:30 in the morning saying that we needed to show ID because this man downstairs is saying we’re trespassing. We had to show ID and a rental agreement. We were half asleep and the police came in full force and we had to deal with the fact that they thought that we were trespassing in someone else’s home when we’ve been renting it for months,” Murgatroyd, 30, tells PEOPLE. “We did that and we actually found the man was up in our residence trying to get in.”

According to the new mom — she welcomed son Shai Aleksander in January — their home has “floor to ceiling glass windows all around the perimeter of our house” and the man “could see right into our house and he was yelling at Maks and me saying that we had changed the locks on him — that it was his house.”

“It was really scary,” she says. “We’re just so fortunate he didn’t break in. He was taken away but not arrested.”

Murgatroyd adds that they’re taking legal action against him: “We’re actually getting a restraining order against him.”

Looking back on the early morning incident following Chmerkovskiy’s shocking elimination from the reality dancing competition series, Murgatroyd is thankful that her fiancé’s mom locked the doors just one hour before the attempted break-in occurred.

ABC News

“If my mother-in-law hadn’t locked the door at 1:30 a.m., he would have been inside the house and that was the scariest thing for me, with Shai in the home,” says Murgatroyd.

“I said, ‘We’re not playing any games. We’re getting a restraining order,’ ” Murgatroyd says.

Chmerkovskiy’s DWTS partner, Heather Morris, initially broke the news during a Tuesday appearance on Good Morning America following her Monday night elimination, revealing that Chmerkovskiy could not do the interview with her because of the alleged incident.

“They had some sort of run-in with some man near their house trying to break in, but the police were there,” Morris, 30, said. “They took care of it. So they’re safe and Peta’s okay. That’s the most important thing.”

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