According to The Sun, a girl sneaked past bodyguards who were busy blocking the entrance to the New York gym from a group of female supporters.
A source recalled: "Liam was stunned when he saw her in the changing room - he couldn't believe she'd got past security.
"For one thing, he was in the middle of getting dressed and had no idea what she was going to do, as their fans in the US are mad."
However, the girl was taken away when security were alerted of her presence inside the changing room.
Payne last year divulged that he has been cheated on on numerous occasions.