In the video, Ella belts out Alessia Cara's "Scars to Your Beautiful" into a microphone with help from Lopez, who was seated right next to her on a couch. Vocal coach Stevie Mackey also assisted the two on keyboard.
"Coach JL," Rodriguez captioned it.
Once Ella's lesson was done, Lopez, Mackey and Bebe Rexha had a little fun of their own, singing a beautiful, stripped-down rendition of Rexha's 2017 hit with Martin Garrix, "In the Name of Love."
"When @jlo asks you to sing, you betta sang!" Mackey wrote. "So much fun!?? @beberexha @jlo #allihave #aftertheshow #inthenameoflove."
A source told ET last month that Lopez, 48, and Rodriguez, 42, are "happier than ever" right now.
"Those in J.Lo’s inner circle see her relationship with A-Rod going the distance," the source shared. "They definitely see marriage potential here."
"J.Lo loves that they have so much in common," the source added. "They’re both parents and they’re both successful in business. Their lives, while busy, really complement each other."
Lopez shares 9-year-old twins, Emme and Maximilian, with her ex-husband, Marc Anthony. In addition to Ella, Rodriguez is also father to 12-year-old daughter Natasha, both from his previous marriage to Cynthia Scurtis.
Hear more on J-Rod's love story in the video below!