The Olympic swimmer also opened up about how his 'competitive instinct' impacted his game play in the 'Big Brother' house.
The Olympic gold medalist spoke with ET Live on Wednesday, following his eviction from the house on Monday night, and he laughingly recounted how he "attacked" wife Kayla Rae Reid with affection when he saw her for the first time after being away.
"I gave her so many kisses, the biggest hug, and [when] I saw my son, I tackled him to the floor, I was wrestling with him and crying, just because I was so happy," Lochte, 34, recalled. "It was the best moment."
Lochte and his wife welcomed their little boy in June 2017, and announced in November that they are expecting their second child, who is also due in June. While Lochte is incredibly excited to be home, the athlete admitted that there's a part of him that would like to still be in the competition.
"I wish I was still there competing for the end," Lochte explained, "But the best thing about this is I'm walking out of the Celebrity Big Brother game with two really good friends that I will have for the rest of my life -- Jonathan Bennett and Joey Lawrence."
The Mean Girls star teamed up with Lochte during the first Head of Household competition of the season, and while Bennett (a long-time Big Brother fan) told Lochte (who had never seen an episode of the show before entering the house) that they should try to lose, as to not be the first people with targets on their back, they ended up crushing and winning by a long shot.
"That's my competitive edge," Lochte said with a shrug. "I was thinking to myself, 'OK, first HOH competition, don't win this, lay low.' But as soon as they said go, I was like a bull. I was determined to win. I think that's my competitive instinct and I can't turn that off."
However, Lochte doesn't feel bad about how he handled his time on the show. When asked if he regretted some of his less-than-strategic moves in the house, the swimmer said, "No. I don't regret any decisions I ever make. It all happens for a reason."
ET's Brice Sander caught up with Lochte immediately after his eviction on Monday and the Olympian said his time on the reality program was "like nothing I've ever experienced."
"I'd train for years for one race in the Olympics than go through that [again]," he admitted. "Everyone forming alliances, lying, manipulating, yelling at each other, getting in fights... It was an experience I'll never forget."
Check out the video below to hear more.
The next Celebrity Big Brother airs Saturday at 8 p.m. ET/PT on CBS.