Madonna and Alex Rodriguez were both spotted in Mexico City last weekend.
The two have not confirmed their romance. But they reportedly had their public "coming out" Nov. 26, when, according to E!, the Yankees third baseman handed Madonna a water bottle during her Miami concert.
They also apparently met up on Thanksgiving, after Rodriguez fulfilled his family obligations.
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 Associated Press reports.