The singer and the Yankees star spent some time together in Mexico’s capital city.
Although there has not been an official announcement that the two are dating, there seems to be little doubt now.
Last week, Rodriguez attended Madonna’s Miami concert, where he handed the star a bottle of water between songs. The two were also planning to spend Thanksgiving together in New York.
Madonna, 50, has nearly reached a divorce settlement with her ex-husband, filmmaker Guy Ritchie.