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.

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.

Check out the video below for more on Rodriguez and Lopez's adorable relationship.

Jennifer Lopez's Twins and Alex Rodriguez Are Besties -- See Their Adorable Pool Playdate!

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