Two US swimmers left Brazil after testifying about the robbery claims made by their team-mate Ryan Lochte that have caused outrage in Rio.
Brazilians chanted "liar" as Gunnar Bentz and Jack Conger left the police building after a judge lifted an order seizing their passports, allowing them to check in at the airport.
"They did not lie in their statements. They never lied to journalists. They only stayed quiet. They did not know what was going on," lawyer Sergio Riera said.
The last swimmer in Rio, Jimmy Feigen, provided an updated statement to police, US Olympic officials said, and hoped to get his passport back shortly to return home.
Brazilian police said Lochte and his three team-mates were not robbed after a night of partying, and the intoxicated athletes instead vandalised a petrol station toilet and were questioned by armed guards before they paid for the damage and left.
The robbery claim has become the biggest spectacle outside of the Olympic venues in Rio, casting a shadow over American athletes amid an otherwise remarkable run at the Summer Games.
It was also a blow to Brazilians, who for months endured scrutiny about whether the city could keep athletes and tourists safe given its long history of violence.
"No robbery was committed against these athletes. They were not victims of the crimes they claimed," Civil Police Chief Fernando Veloso said.
The police account came in direct contrast to claims from Lochte's lawyer Jeff Ostrow earlier in the week.
He had insisted the swimmer had nothing to gain by making the story up.
US Olympic Swimmers exit Rio after 'fabricated robbery' scandal
Reviewed by Sunday Owowo