EXCLUSIVE: Jennifer Lopez Stuns in Gorgeous Satin Look, Says She's 'Really Proud' of Alex Rodriguez

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Jennifer Lopez's romance with Alex Rodriguez couldn't be going any better.

ET's Leanne Aguilera spoke with Lopez at the NBC Universal Upfronts in New York City on Monday, where Lopez talked about her relationship with the 41-year-old athlete. Lopez said fans shouldn't hold their breath for a Shades of Blue cameo from her beau, who's also got plenty going on himself.

"Oh, no, he's not an actor," Lopez, 47, explained. "You know, he's busy doing so many new, great things with his life and his career. I'm really proud of him."

WATCH: Jennifer Lopez and Alex Rodriguez Are 'Madly in Love,' Source Says

When asked if she was happy in her relationship, Lopez replied, "Very happy. Thank you."

Her World of Dance co-star, Derek Hough, is also clearly a fan of the superstar couple. Hough noted that he was there as the relationship between Lopez and Rodriguez blossomed.

"I love him, too!" Hough gushed. "I saw him last night and was like, 'So, what have you guys been up to? How you guys doing?' Like, 'cause I was kinda there during it."

According to the 31-year-old pro dancer, the two are definitely a match.

"I just think they're great," he said. "I think it's great. I think he's a great guy. From what I've met, he's a wonderful dude. She's a wonderful woman. They're so great together."

Lopez, who looked incredible on Monday in a nude Elie Saab dress and matching Christian Louboutin heels, is keeping busy these days with three different projects -- the third season of Shades of Blue, her new dance show, World of Dance, as well as NBC's upcoming live musical, Bye Bye Birdie.

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"We're taking everything one day at a time," Lopez admitted. "Schedule is challenging right now."

Hough also praised Lopez's incredible work ethic and attitude.

"What's funny about Jennifer is, when you meet her, she's just the sweetest person ever," he said. "Great work ethic. I think we all sort of have that mutual respect for each other, because we're all such hard workers, and we love dance. We love dance, love to celebrate it and give people this platform to showcase what they can do, because they're incredible and they're amazing."

World of Dance
, also featuring Jenna Dewan-Tatum and Ne-Yo, premieres May 30 at 10/9 c on NBC.

PICS: Jennifer Lopez Dons a Stunning Floral Sheer Gown for Dinner With Alex Rodriguez

Lopez was recently grilled about Rodriguez's dancing skills on the Today show, where she insisted that despite appearances, he's got the moves!

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