The images broadcast on Globo TV appeared to show the swimmers, including Olympic gold medallists Ryan Lochte and Jimmy Feigen, being prevented from leaving the station by security.
Lochte originally said he and his teammates were pulled over in their taxi by men with a badge and robbed at gunpoint during a night of partying on Sunday after their competition wrapped up.
Police say the story was made up, and that the intoxicated athletes vandalised a petrol station bathroom and were questioned by guards before they paid for the damage and left.
The video does not show them causing any damage, but only being hustled out of the bathroom by uniformed employees of the Shell station.
Three of the swimmers are made to sit on the ground with their hands in the air. At one point, Lochte stands and appears to argue with the guards but is made to sit down again.
“There was some confusion,” the Brazilian security source said, saying the swimmers had caused damage in the bathroom.
He said they had broken a door at the station, but staff there on Thursday said they believed the swimmers had only torn down a poster from the wall.
An employee of the petrol station, who declined to give his name, said he had provided CCTV images to police and had been told not to comment further.
A sign on one of the bathrooms at the site had a sign on it saying “Please Do Not Enter”.
A spokesperson for the US Olympic Committee declined to comment.
The USOC said earlier on Thursday that three of the swimmers who remain in Brazil would be helping police with their investigation, after authorities stopped two of them leaving the country the previous day. Lochte returned to the US on Monday.
Gunnar Bentz and Jack Conger, the swimmers who were taken off their flight yesterday, arrived at a police station in downtown Rio overnight but left immediately without getting out of their vehicle after it was swarmed by journalists.
Rio Games organisers defended the four swimmers whose accounts of an armed robbery at the weekend are under question by Brazilian police, saying they were just kids who were having fun and made a mistake.
“These kids tried to have fun, they tried to represent their country to the best of their abilities,” Rio 2016 spokesman Mario Andrada told reporters, without elaborating.
“They competed under gigantic pressure. Let’s give these kids a break. Sometime you take actions that you later regret. They had fun, they made a mistake, life goes on.”
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