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Carlos Leon, Madonna's ex and father of her daughter Lourdes, is speaking out for the first time since the rumors hit that the Material Girl was involved with married Yankee Alex "A-Rod" Rodriguez -- reports both parties have denied.

"Trust me, that's a lie," he tells People magazine. "I know for a fact, she wouldn't do that."

Meanwhile, he says that their daughter Lourdes, 11, has remained her grounded self during these past weeks of salacious headlines.

"Look at me and the way I live: I ride my bicycle, I walk, I don't have a driver," Leon explains. "That's how I keep her grounded. Her mom does a good job too -- she's not that person that everyone thinks. She's very laid back and cool."