Madonna, Alex Rodriguez Jet Off to Mexico City

Madonna and Alex Rodriguez were spotted in Mexico City last weekend.

The two have not confirmed their romance on the record, but reportedly had a public "coming out" November 26, when, according to E! Online, the Yankees third baseman handed Madonna a water bottle during her Miami concert.

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A-Rod and Madonna also apparently met up on Thanksgiving, after the New York Yankees star fulfilled his family obligations. Lame kids and ex-wife. Zzz.

When asked what he thought about being in the capital city the same time as his rumored paramour, the baseball star would only say it was "very good."

The 50-year-old Madonna – whose divorce from director husband Guy Ritchie was finalized days ago – was in town to perform a pair of concerts on her tour.

The former Mr. Cynthia Rodriguez, meanwhile, was invited to inaugurate a new sports complex in the city, and spent two hours Sunday teaching kids to bat.

"It's been a pleasure to talk about baseball, to talk about the importance of keeping children off the streets, out of drugs and out of all the bad things that there are in this life," the 33-year-old slugger said in Spanish.