E Online was able to catch up with Lochte at a New York Fashion Week event and ask him a few questions about what show he'd like to appear on next.
"'Gossip Girl,' because I have a big crush on Blake Lively," Lochte reportedly said with a big grin. "If I'm ever [considered for] 'Gossip Girl,' I will not turn that down."
This news follows word that Lochte casually mentioned he was scheduled to film an episode of "30 Rock" during an interview with New York magazine.
"I know I have the cameo for '30 Rock' in the morning, and after that, E! And then 'Live with Kelly,'" Lochte said. "So I'm all over the place."
On Thursday, "30 Rock" writer Jack Burditt tweeted a picture of star Tina Fey alongside Lochte, each giving a big thumbs-up. The final season of the popular show premieres on Oct. 4 at 8 p.m. EDT.
Lochte appeared happy with his part on the program. "It was a long morning," he said. "We did a lot of takes, but, you know what, it was fun. ... Being with Alec Baldwin on set ... he was a great guy. Great actor. I enjoyed it. I had so much fun. And I can't really tell you what it was about, but it was outrageous."
The Olympic gold-medal-winning swimmer has also been rumored to be appearing in "The Bachelor" and "Ready For Love," according to E Online.
At the end of last month, Lochte took part in an infamous swimming race against Prince Harry, who made international headlines for getting completely naked during a game of billiards around the same time.