Rodriguez, 41, and his ex-wife, Cynthia Scurtis, are parents of daughters Natasha, 12, and Ella, 9.
Lopez and the former New York Yankees third baseman crossed paths in L.
“Parent-Teacher Day at Ella’s school,” the retired Yankees player, who divorced Scurtis in 2008 after six years of marriage, captioned the pic of the happy trio.
The sweet post comes just one day after Us Weekly confirmed the MLB star’s romance with Jennifer Lopez.
Asked if they are planning to have children, she exclaimed: 'Oh my God!
She said: 'I'm actually very shy about a lot of things.'However, Jennifer said last month she is not planning on having a family with Alex any time soon, as the pair are just having 'a nice time'.
WATCH: Jennifer Lopez and Alex Rodriguez Take Their Romance to the Hamptons With Her Kids in Tow "When I was with the Yankees, and we won the world championship, and you wear the pinstripes, you think you're pretty cool," the 41-year-old athlete recounted. They get each other in so many ways.'And the insider claims the pair would make a great married couple, as even their families love their relationship. She said: 'I think we are very happy and just having a good time and don't put as much pressure as everybody else puts on it.'However, the 'Love Don't Cost A Thing' hitmaker has come across as being coy when she has discussed her romance in recent interviews, and the star has revealed it is because she feels 'very shy' opening up about certain topics. Their families love how they are together.'Meanwhile Jennifer - who has nine-year-old twins Emme and Max with her ex-husband Marc Anthony - recently said she is wary of putting any sort of strain on the romance, despite saying the couple are 'very happy' together and are having a 'good time' with one another.Rodriguez shares daughters Natasha, 12, and Ella, 9, with ex-wife Cynthia Scurtis.) Things may be more serious than Lopez let on, however.As Us Weekly exclusively revealed, the couple are already talking about marriage three months into their relationship.Wesley Snipes (1994-1995): The “Money Train” co-stars were briefly linked after meeting on set, during which Lopez filmed her first sex scene.