Maksim Chmerkovski and Peta Murgatroyd are seeking a restraining order against the man who tried to break into their home last week.

Maksim Chmerkovskiy and Peta Murgatroyd

Maksim Chmerkovskiy and Peta Murgatroyd

The couple are renting a palatial pad in Los Angeles and last week, in the early hours of the morning, the pair had a terrifying encounter with a man who tried to gain access to the home they share with four-month-old son Shai.

Peta, 30, told PEOPLE: "It was so intense. We got a knock at the door around 2:30 in the morning saying that we needed to show ID because this man downstairs is saying we're trespassing. We had to show ID and a rental agreement. We were half asleep and the police came in full force and we had to deal with the fact that they thought that we were trespassing in someone else's home when we've been renting it for months. We did that and we actually found the man was up in our residence trying to get in.

"He was yelling at Maks and me saying that we had changed the locks on him -- that it was his house.

"It was really scary. We're just so fortunate he didn't break in. He was taken away but not arrested.

"We're actually getting a restraining order against him."

The break-in came on the same day Maksim and his partner Heather Morris were eliminated from 'Dancing With The Stars' and he had to skip an interview on 'Good Morning America' while he dealt with the issue.

Heather explained his absence, saying: "They had some sort of run-in with, you know, some man near their house, trying to break in. But the police were there; they took care of it. They're safe and Peta's OK. That's the most important thing. We're making sure that she's calm."