"I emptied my pockets in exchange for an exciting story that I will remember. It wasn't expensive, but it was exciting."
While most of his fans told him to "take care" in Rio, some questioned how he had been able to take the photo while apparently being mugged.
Korotyshkin won silver in the 100m butterfly during London Olympics in 2012.
He announced his retirement from swimming the day before the 2016 Russian Olympic Trials, although he gave no explanation for his sudden retirement.
He had recently been an outspoken critic of what he said was a doping problem in Russia, beginning from a young age.
There have been numerous reports of violence since the start of the Games, with even the Olympic security chief Felipe Seixas being attacked after leaving the opening ceremony.
Seixas, who was accompanied by two undercover police, was confronted by the would-be robbers outside Maracana stadium.
One of the estimated five robbers, armed with knives and riding bicycles, was shot and killed by one of the undercover officers
Portugal's education minister Tiago Brandao Rodrigues was then robbed at knifepoint on August 6 at the Olympic lake where rowing events are taking place, but escaped unharmed.
The minister was walking with an aide near the event area when they were assaulted.
Police arrested the attacker on Ipanema beach and returned the minister's belongings.
Meanwhile, authorities are trying to determine how a rifle round ripped through the media tent at the venue hosting equestrian events and landed on the floor near a journalist.
While Rio has dramatically lowered its crime levels in recent years, there has been a spike in murders and assaults in recent months.
Authorities said that 85,000 soldiers and police are patrolling the streets for the Games - double the number of security officials in place during the London Games in 2012.
Tourists have been warned to be aware of their surroundings and keep an eye out for pickpockets to keep their possessions safe.
