The Yankee third baseman tells People that the two are just friends.
When asked if their relationship was romantic, A-Rod responded, "We're friends -- that's it."
Alex also spoke out on reports that he has attended a number of Madonna's concerts, and that the two stars were moving in together.
"I've been to two [of her] concerts, yet I've read that I went to 20," he says. "I've also read that we were buying an apartment together. That is absolutely ridiculous and not true."
Rodriguez also revealed that despite previous reports, he has never been on an airplane with the material girl.
Rodriguez followed his comments by saying "You have to have a sense of humor when it comes to this stuff."
The eight time All-Star spoke to People about his trip to Mexico City last weekend for a charity baseball clinic for kids.
"When you're among 200 kids and teaching the game of baseball it gives you an amazing feeling," he says. "Just that you may inspire kids to reach their goals, whether it's baseball or whatever their goals might be."
A-Rod and his ex-wife Cynthia divorced in September but Alex tells the mag that they both remain committed to their two children, four-year-old Natasha and seven-month-old Ella.
"I have a wonderful relationship with Cynthia," he says. "We try to be the best parents we can." Alex opens up about his feelings toward Madonna and her work for her many charitable organizations. "I have a lot of respect for her," he says. "She's very connected to making the world a better place. She's had an amazing career and we're friends. That's it."


Are you surprised by Guy and Madonna's split?