A-Rod, Madonna A-Rod, Madonna

For the first time since the rumors began, Yankees star Alex Rodriguez has broken his silence about his relationship with Madonna — and he's denying any romantic involvement with the Queen of Pop.

"We're friends — that's it," A-Rod told People.

The 33-year-old baseball star also addressed the gossip that he and Madge, 50, have been jet-setting all over the country to have romantic rendezvous together. "I can tell you this," Rodriguez said, "I have never been on a plane with her."

Despite what is being said in the media, A-Rod is not letting the rumors get to him. "I've been to two [of her] concerts, yet I've read that I went to 20. I've also read that we were buying an apartment together. That is absolutely ridiculous and not true," said Rodriguez. "You have to have a sense of humor when it comes to this stuff."

When asked how much time they have spent together, and whether he had ever stayed the night at Madonna's home, Rodriguez laughed and simply said, "If I answered every rumor we'd be here for three weeks."

Do you think A-Rod and Madonna are just friends?