The man, believed to be a middle distance runner in his mid 20s from Africa, was being held by the UK Borders Agency after walking into a police station in Leeds and asking for asylum.
The claim event occurred just two days before the Opening Ceremony.
Immigration officials fear that up to 2% of athletes, team officials and supporters may claim refuge in the UK during and after the Games or try to stay on once their visas expire.
The athlete disappeared from a pre-Olympics training camp in order to claim asylum, just as he and his team was preparing to move to the athletes’ village in Stratford, East London.
The sportsman, whose identity was not revealed by the authorities, claimed he was a victim of persecution in his homeland and is due to be questioned this week.
Details of the claim emerged in the Olympic Village where one East African team official said he believed a second man – an Olympic official – was also preparing to seek asylum.
A spokesman for West Yorkshire Police said another man who was ‘believed to be an Olympic athlete’ walked into Bridewell police station in Leeds on Tuesday.
She said he was believed to be ‘seeking asylum’ and added: ‘We did detain a man, but we didn’t arrest him. He was handed over to the UK Border Agency who are now dealing with it.’
The spokesman had no details of the man’s nationality and could not elaborate on the asylum situation.
Immigration officials were checking the man’s travel papers and Olympic accreditation documents as well as his movements since arriving in Britain.
They were trying to establish whether he has relatives already living in this country.
Sources said that after turning his back on his homeland, it was inconceivable he would now take part in the Olympics.
While authorities expected asylum claims, what has surprised officials is that the application was made before the athlete had competed – most claims at previous Olympics and Commonwealth Games have been made post competition.
At the Sydney 2000 Olympics, 145 people overstayed their visas, 35 applied for political asylum and another 62 went missing
At the 2002 Commonwealth Games in Manchester, more than 20 members of one West African country went ‘missing’ from their team camp and sought to stay-on in the UK