It was about an hour later that they clashed with staff at a gas station close to the Olympic Village before deciding to tell the world were robbed to hide a drunken vandalism spree.
Lochte finally issued a half-hearted and partial apology for his actions over the weekend on Friday morning, saying he was sorry about not being 'careful and candid' about his story - but not apologizing for lying, urinating in public and vandalizing a gas station.
Gazzinelli captioned the image "celebrating the medals" and immediately friends started bombarding with her questions about the night out. She replied to say that Lochte had invited her to the VIP section - to which another girl replies "Jealous!!"
The two girls are students who were visiting from the city of Belo Horizonte.
They told the newspaper they saw the Team USA stars dancing, drinking and enjoying themselves in a "camarote" which means cabin or private VIP area.
Gazzinelli said she was "shocked" to hear that the four had behaved so disgracefully later that night because their behavior was not "abnormal".
She said: "We were in the athletes" VIP area there were a few people asking to take a pictures with him. He took pictures with everyone but he didn't talk to them, only smiled.
"After that we watched enjoying and dancing and we asked him if we would mind taking a photo with us.
"We congratulated him for the Olympic performance and he smiled and kept dancing. He was very kind and polite."
Gazzinelli's father, Marcio Rabelo, is an associate professor at the Fundação Dom Cabral university in Brazil's Minas Gerais state.
He said his daughter was old enough to attend nightclubs and had his permission to be at Club France.
"I don't have any opinion on Ryan Lochte I just know he is a famous athlete," he told DailyMail.com.
"My daughter took a photo with him because he is a celebrity. When she took the photo nothing had happened, it was before the incident.
"She is 18 years old and I knew she was going to the nightclub."
While Lochte was out partying his playboy model girlfriend Kayle Rae Reid was believed to be having a meal at a restaurant.
She then headed back to her hotel which is close to the Athletes' Village.
Daily Mail Online asked her agent today if the couple were still together in light of his antics.
"Leave me out," she replied via text.
Gazzinelli appears to have lived in England and attended Worthing College in West Sussex.
It appears that the two friends attended Catholic high school - Colegio Santa Doroteia - in Belo Horizonte together.
The four swimmers - Lochte, Jimmy Feigen, Gunnar Bentz and Jack Conger - had gone to Club France in the early hours of Sunday morning.
The four had consumed so much vodka and champagne on the night of their gas station fracas they couldn't remember how much they had drunk, what time it was, or how they got into the taxi that took them to the now infamous incident, police documents reveal.
Sworn statements made on Thursday by swimmers Gunnar Bentz and Jack Conger to Brazilian investigators, and seen by DailyMail.com, shine more light on the group's alcohol-fueled antics which led up to the gas station fracas in the early hours of Sunday morning.
But despite their blurry recollections, admitting they were under the effect of copious amounts of alcohol, the athletes pointed the finger firmly at 12-time gold medalist Lochte as the author of the confusion which has led to them returning home from Brazil in disgrace.
Bentz, 20, and Conger, 21, told how despite themselves keeping quiet about the gas station incident in the hope it would go away, they watched with incredulity as publicity-hungry Lochte brazenly lied in media interviews about how the group had been dramatically held up in an armed robbery.
Gunnar told how the group were VIPs at the party at the Club France hospitality house in the Lagoa district of Rio, and that they stayed in a private box during the night drinking vodka and champagne.
The group left the party to return to the athletes' village as the sun was rising, but couldn't remember who called the taxi, what the taxi driver looked like, or even who he was sitting next to on the back seat, except that he was "sure Ryan was on the back seat".
Lochte said in an Instagram statement that he was sorry for "not being more careful and candid" in his account of what happened at a gas station at 6am on Sunday morning.
He claimed it was "traumatic" be out late with your friends in a foreign country' and to "have a stranger point a gun at you" but offered no apology for public urination or destroying the gas station's bathroom.
"I should have been much more responsible in how I handled myself and for that I am sorry to my teammates, my fans, my fellow competitors, my sponsors and the hosts of this great event," he said in the statement.
His apology did not, however, directly address the heavy drinking the four had been indulging in at Club France.
Instead he thanked his USA Swimming teammates, the USOC, the IOC, RIO Host Committe and "the people of Brazil who welcomed us so Rio and worked so hard to make sure that these Olympic Games provided a lifetime of great new memories".
He said that he accepted "full responsibility" for his actions on Sunday and that he "learned some valuable lessons".
He also did little to address the huge gap in age and experience between him and the youngest of the four: Bentz is 20 and Conger is 21.
