Ryan Lochte Shares Sweet Video Dancing with His Wife Kayla Rae Reid: 'Blessed'

Ryan Lochte is loving every moment of life spent with his wife Kayla Rae Reid by his side.

On Friday, the 36-year-old athlete shared an adorable video of himself and Kayla, 29, dancing together.

Ryan shared the clip on his Instagram page set to the tune of Justin Bieber's "Holy" collaboration with Chance The Rapper. Kayla posted the same video to her Instagram Story, instead accompanying her version with the tune of Etta James' "At Last."

"We need some dance lessons haha but I’m soo blessed," Ryan wrote alongside his post, before tagging his wife's Instagram account and the account for their two children — daughter Liv Rae, 1, and son Caiden Zane, 3. "My loves!"

The Olympic swimmer married the former Playboy model back in 2018, in an intimate, outdoor wedding at Morrow Ranch in Palm Springs, California.

The couple, who were already parents to Caiden at the time, exchanged vows in front of 100 of their closest friends and family.

"No matter what has happened, Kayla's been there to pick me up," Ryan previously told PEOPLE about his wife. "She’s just been there 100 percent and I owe everything to her."

Caiden served as ring bearer, and the newlyweds — who had a civil ceremony earlier that year — said that part of the reason they waited so long to wed was so that their son could be part of their big day, which was planned by Pure Lavish Events.

"Since we had Caiden, we both wanted him to be a part of [our wedding] in some way," said Ryan, before Kayla added, "We wanted Caiden to be old enough to walk down the aisle. One of our visions was to have him be able to be the ring bearer, so it’s perfect timing!"

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Earlier this year, Ryan also opened up about how he and Kayla might not be done expanding their family just yet.

"We talked about another child. We always go back and forth about it," he told PEOPLE at the time.

But for Kayla, that number is a little more flexible. "We're probably going to have a third baby, maybe four," she told PEOPLE.

"This is where she's like, 'If we have a third one, we can't have an odd number. So you have to have four,' " explained Ryan. "I'm like, 'All right, I guess so. You're the mom.'"

RELATED VIDEO: Ryan & Kayla Lochte Are Talking About Expanding Their Family Again — to 4 Kids!

Alongside her dancing video post, Kayla also shared a photo on Friday from the family's Thanksgiving celebrations the day prior.

Featuring the mom of two holding Liv as Ryan and Caiden stood close by, Kayla noted what she was thankful for in the post's caption.

"I hope everyone had a nice Thanksgiving yesterday!" she began. "I am thankful for so much this year. My family whom I miss so much, my friends (old + new), finding god and feeling his work in my life, my children who give me purpose and push me daily, and my husband who loves me through it all."

She added: "I couldn’t help but think of the people who are suffering in silence, feeling overwhelmed with the uncertainty of life currently, or who are missing their families too. I’m thinking of you."