So the pair drowned their sorrows with champagne and vodka mixers and got close for the first time on the dance floor.

Herndon said: “We danced, but we were just more talking. There was definitely an attraction, but nothing really happened that night. We both talked about how we were both recently single. He didn’t say a lot. He just said it didn’t work out [with Megan]. It didn’t sound too fun. I think that’s just what happens when you break up with people.

“When we left, he asked for my number. And he ended up getting in touch with me the next day.”

Phelps, 27, invited the women to a party at his friend’s house.

Herndon, who's also a model, said: “He was really sweet. We didn’t know him super well when we walked in, and he was like ‘sisters!’ — just all excited."

After the women left, Phelps texted Herndon again, she said: “He said ‘I’d really like to see you more. Can you stay an extra day with me?'

“I was having the best time ever in Cabo, and I really wasn’t ready to leave so to be able to stay and hang out with a cool guy. I was definitely stoked.”

Herndon got the green light from her fire-captain dad and changed her flight.

The next day she hung out with Phelps as he played golf.

She said: “I got to meet a lot of cool people. George Clooney was just there and I just missed him. Michael is good friends with George’s girlfriend, Stacey Keibler. He was hanging out with them the night before.”

That night, “We kissed. We stayed with each other that night and got to know each other.”

The pair then flew their separate ways for Christmas, but Phelps soon invited Herndon to the Bahamas.

She agreed, and Phelps paid for her flight and emailed her a ticket. She joined him and a group of his friends at the Atlantis resort on January 11, where he was playing a poker tournament with his housemate, Jeff Gross.

At Atlantis, Phelps impressed Herndon with pranks on his friends.

She said: “He definitely likes to do pranks. He, like, filled the trash can with water and then tilted it against the door and then he would knock on one of the guys in the morning, when they were kind of hung over, and it would spill water all over them. It was pretty funny.”

Phelps, the most decorated Olympian of all time, was also “constantly gambling” and could bet up to $10,000 in a night.

Herndon said: “He was constantly betting all the time, like quirky bets with other people which was quite entertaining.

“He likes coming up with funny bets. He bets big money — like, thousands of dollars.

“He told a friend of his, ‘Heads or tails,’ and told him to pick any amount between zero and $1,000. His friend picked $1,000, and Michael won. The guy was like, ‘How about double or nothing?’ and they doubled it to $2,000 and MP won tails again. He showed me the check later.

“He would have, like, five bets at the same time with his friends. He bets on football, and he bet someone he would lose a certain amount of weight in a month.