Jennifer Lopez and Alex Rodriguez have been supporting and loving each other for the past couple of months.

On her Instagram account, the “Shades of Blue” actress posted a sweet photo of herself cuddling with Rodriguez just before she went on stage to perform during one of her shows. In the snap, Lopez rests her head on Rodriguez’s chest, while the latter holds both of her arms with a tight but gentle grip.

Read: Jennifer Lopez wants “World of Dance” contestants to give their whole heart during performances

Despite going public with their relationship, it seems that some people still mistake Rodriguez as Lopez’s bodyguard. During a recent appearance on “The Tonight Show” (via E! News), he said, “This is like one of the most humbling experiences of my life. When I was in the New York Yankees and we won the world championship and you wear the pinstripes, you think you’re pretty cool. But then you hang out with Jennifer and they confuse me with the security guard all the time.”

More specifically, Rodriguez recounted a time at the 2017 MET Gala when some people commanded him to get away from Lopez so that they could take her photo.

Meanwhile, Rodriguez has not only been with his girlfriend at various events, he has also spent time with her on the set of NBC’s “Shades of Blue” Season 3. On Thursday, June 29, he posted a live Instagram Story session featuring Lopez. Rodriguez also took the time to promote the actress’ shows.

At one point, he also reached out to his fans and asked for an update on the score of the Yankees against the Chicago White Sox. “This is my first summer I have off since I was probably 10 or 15 years old but it’s my first summer off with my two daughters… and we’re just having a great time,” he said. Rodriguez retired from MLB last year after playing for 22 years.

Since his retirement, he has been tapped as a sports, health and fitness contributor on “Good Morning America.” He also signed with FOX Sports in March to serve as a full-time analyst for the 2017 season of the World Series Championships, according to Deadline.