Alex Rodriguez says dating Jennifer Lopez has been 'humbling': people 'confuse me with the security guard'



Alex Rodriguez and Jennifer Lopez's romance is burning bright, and the celebrity power couple couldn't look cuter while jet-setting around the world, spending time with each other's kids and going glam for a night out on the town. However, despite their superstar status, the former MLB slugger says he can't hold a candle when it comes to his girlfriend's star power.

Sitting down with Jimmy Fallon on Thursday's Tonight Show, Rodriguez opened up about how dating the actress and singer has been "one of the most humbling experiences" of his entire life.

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. "But then, you hang out with Jennifer, and they confuse me with the security guard all the time!"

The former All-Star said that he even gets sidelined by paparazzi when he and Lopez hit star-studded red carpets at black-tie galas.

"We were at the Met Ball, and the paparazzi were screaming at me, not even in English, 'Get the hell out of the way, get out of the way! We're trying to take a picture!'" Rodriguez recalled.

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Happy Birthday to Us!!! #leos 🇩🇴🇵🇷 #305
NEW YORK, NY - JUNE 30: Jennifer Lopez and boyfriend Alex Rodriguez seen leaving the Hunter's Point South Park after performing for a Macy's Fourth Of July Fireworks Spectacular on June 30, 2017 in New York City. (Photo by Robert Kamau/GC Images)
Jennifer Lopez and Her boyfriend Alex Rodriguez walk through the park of Jardin des Tuileries and seen taking pictures with the Pyramide of Louvre in Paris, France, on June 18, 2017. (Photo by Mehdi Taamallah/Nurphoto)
NEW YORK, NY - JUNE 30: Alex Rodriguez and Jennifer Lopez seen at the Macy's 4th of July Firework Show at Hunter's Point South Park on June 30, 2017 in New York City. (Photo by James Devaney/GC Images)
PARIS, FRANCE - JUNE 18: (L-R) Jennifer Lopez and Alex Rodriguez are sighted on the 'Ile Saint Louis' near Notre-Dame-De-Paris cathedral on June 18, 2017 in Paris, France. (Photo by Marc Piasecki/GC Images)
PARIS, FRANCE - JUNE 18: (L-R) Jennifer Lopez and Alex Rodriguez are sighted near Notre-Dame-De-Paris cathedral on June 18, 2017 in Paris, France. (Photo by Marc Piasecki/GC Images)
PARIS, FRANCE - JUNE 18: (L-R) Alex Rodriguez and Jennifer Lopez are sighted near Notre-Dame-De-Paris cathedral on June 18, 2017 in Paris, France. (Photo by Marc Piasecki/GC Images)
PARIS, FRANCE - JUNE 18: (L-R) Alex Rodriguez and Jennifer Lopez are sighted on the 'Ile Saint Louis' near Notre-Dame-De-Paris cathedral on June 18, 2017 in Paris, France. (Photo by Marc Piasecki/GC Images)
Jennifer Lopez and her boyfriend Alex Rodriguez (L) and Benny Medina (C) visit The Louvre in Paris, France, on June 17, 2017. (Photo by Mehdi Taamallah/NurPhoto via Getty Images)
Jennifer Lopez in Paris, France, on June 17, 2017. (Photo by Mehdi Taamallah/NurPhoto via Getty Images)
Jennifer Lopez and her boyfriend Alex Rodriguez visit The Louvre in Paris, France, on June 17, 2017. (Photo by Mehdi Taamallah/NurPhoto via Getty Images)
NEW YORK, NY - MAY 08: Alex Rodriguez and Jennifer Lopez leave Carbone on May 8, 2017 in New York City. (Photo by James Devaney/GC Images)
NEW YORK, NY - MAY 01: Jennifer lopez Alex Rodriguez seen out in Manhattan on May 1, 2017 in New York City. (Photo by Robert Kamau/GC Images)
NEW YORK, NY - MAY 01: Professional baseball player Alex Rodriguez (L) and actress Jennifer Lopez leave the Rei Kawakubo/Comme des Garcons: Art Of The In-Between' Costume Institute Gala at the Metropolitan Museum of Art on May 01, 2017 in New York City. (Photo by Ray Tamarra/GC Images)
NEW YORK, NY - MAY 01: Jennifer Lopez and Alex Rodriguez attend the 'Rei Kawakubo/Comme des Garcons: Art Of The In-Between' Costume Institute Gala at the Metropolitan Museum of Art on May 1, 2017 in New York City. (Photo by Karwai Tang/WireImage)
NEW YORK, NY - MAY 01: Jennifer Lopez and Alex Rodriguez attend the 'Rei Kawakubo/Comme des Garcons: Art Of The In-Between' Costume Institute Gala at Metropolitan Museum of Art on May 1, 2017 in New York City. (Photo by Dia Dipasupil/Getty Images For Entertainment Weekly)
NEW YORK - APRIL 24: Jennifer Lopez and new boyfriend Alex Rodriguez seen leaving 'The Sea Grill' at Rockefeller after lunch together on April 24, 2017 in New York, New York. (Photo by Josiah Kamau/BuzzFoto via Getty Images)
NEW YORK, NY - APRIL 24: Alex Rodriguez and Jennifer Lopez are seen in Midtown on April 24, 2017 in New York City. (Photo by Gotham/GC Images)
NEW YORK, NY - APRIL 24: Alex Rodriguez and Jennifer Lopez are seen in Midtown on April 24, 2017 in New York City. (Photo by Gotham/GC Images)
MIAMI, FL - APRIL 18: (EXCLUSIVE COVERAGE) Alex Rodriguez and Jennifer Lopez leaving Prime 112 Steakhouse aftre dinner on April 18, 2017 in Miami, Florida. (Photo by Gustavo Caballero/GC Images)
NEW YORK, NY - APRIL 03: Alex Rodriguez and Jennifer Lopez leave the Solow Building on April 3, 2017 in New York City. (Photo by James Devaney/GC Images)
NEW YORK, NY - MARCH 31: Alex Rodriguez and Jennifer Lopez leave Marea restaurant on March 31, 2017 in New York City. (Photo by James Devaney/GC Images)
Actress Jennifer Lopez shakes hans with Alex Rodriguez before a subway series game between the New York Mets and the New York Yankees at Shea Stadium in Queens, New York on Saturday May 21, 2005. The Mets beat the Yankees 7-1. (Photo by Mike Ehrmann/WireImage)
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WATCH: Jennifer Lopez Busts a Move at the Met Gala While Alex Rodriguez Stays Seated

While Rodriguez retired from baseball last August after 22 years in the major leagues, the former Yankee says he still can't get enough of the sport.

"I love the game so much and honestly, it's too much," he joked. "I have three televisions in my living room and I'll have the east coast game, the central game, and the west coast game and my daughters are like, 'Daddy it's too much, I thought you were retired!'"

WATCH: Alex Rodriguez Says 'Brilliant' Girlfriend Jennifer Lopez Is a 'Role Model' to His Daughters

While he may not be playing for the Yankees anymore, Rodriguez is sticking around in an advisory capacity for the team, and he says he "couldn't be more proud to be a part of the organization."

"I'm so lucky to still be a part of the Yankees, and be advising our general partner Hal Steinbrenner and mentoring our young players," he added. "We have a phenomenal young team."

WATCH: Jennifer Lopez and Alex Rodriguez Are the Perfect Paris Pair -- See Their Adorable Sightseeing Pics!

Rodriguez and Fallon also played a game of "Egg Russian Roulette" -- while decked out in Yankee pinstripes -- and went head-to-head smashing eggs (decorated like baseballs) onto their foreheads without knowing if they're hard-boiled or raw.

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