September 14, 2016 04:55 PM

Ryan Lochte is officially off the market.

The Olympic swimmer took to Instagram Wednesday to address Monday evening’s Dancing with the Stars protester incident – and he also publicly acknowledged Playboy Playmate Kayla Rae Reid as his girlfriend for the first time.

“I want to thank my family, girlfriend, friends and fans for being so supportive of me after the incident on Dancing with the Stars Monday night,” Lochte, 32, wrote, referencing the incident in which two male protesters wearing anti-Lochte T-shirts charged the ballroom floor after the Olympian made his DWTS debut. “When I was asked to do the show, the one thing that I kept hearing was that it was like joining a big family. After Monday’s incident, I now know what that means.”

The “girlfriend” in question would appear to be Reid, 25, who first popped up on Lochte’s Instagram in April.

“Red light love!!! #Rayla,” he captioned a selfie of the two at a red light, with Lochte blowing a kiss her way.

A month later, he shared a picture of himself enjoying dinner with Reid and his mother: “Dinner with MY two gems: my mom and @kaylaraereid.”

Reid also shared her own glimpses of the pair’s relationship over the months, including a video of a shirtless Lochte helping her box and a shot of the couple sharing a sweet kiss.

Despite Lochte’s much-talked about Tinder activity leading up to the summer 2016 Olympics, Reid ended up tagging along with the swimmer in Rio and snapping pictures with his family, which set off a flurry of romance rumors.

Reid wasn’t shy about showing off their budding relationship, sharing sweet supportive snaps of Lochte on Instagram – but during a Today show interview in Rio after completing his last race, the swimmer denied having a girlfriend and confirmed his Tinder account was still active.

“The word around the village is the beach volleyball players,” Lochte confessed when asked about his Tinder plans. “From what I recall back in 2012, the Netherlands’ field hockey [team] – that was a big hit in 2012.”

And while he admitted he hadn’t spent time with either team yet, he said he expected that to change soon.

“I haven’t been able … to see them around,” he said. “Now that I’m available …”

RELATED VIDEO: Ryan Lochte ‘Heartbroken’ After Protesters Storm Dance Floor During Dancing with the Stars Premiere

However, when Lochte returned to the United States after the Olympics – and after his robbery claim turned into an international incident – Reid was right by his side. The two were spotted walking through Charlotte Douglas International Airport in North Carolina on Aug. 17, and a few days later the two were photographed returning to Lochte’s apartment in Charlotte, North Carolina.

And in recent weeks, Lochte and Reid have both gone above and beyond to show off their romance on Instagram – and Reid also showed her support by attending Lochte’s DWTS debut this week.

“Love is all you need,” Reid captioned a picture of the two sharing a sweet kiss Tuesday.

Lochte previously documented his search for love on his short-lived reality show, What Would Ryan Lochte Do?, and the gold medal-winning athlete previously told PEOPLE that he was looking for someone who could make him laugh.

“Honestly, if she can make me laugh, then I’m pretty much sold,” he said. “If she’s not funny, she’s taking life too seriously and that’s definitely not how I live my life. I have fun in any aspect of life.”

Dancing with the Stars airs Monday and Tuesday at 8 p.m. ET on ABC.

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