Watch: Alex Rodriguez Says Dating Jennifer Lopez Is 'Humbling'

08/31/2017 06:04 pm EDT

Alex Rodriguez and Jennifer Lopez have quickly become one of Hollywood's new power couples, but the former New York Yankee admitted that dating the diva has been "one of the most humbling experiences" of his life.

"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 explained during an appearance on The Tonight Show Starring Jimmy Fallon Thursday night. "But then, you hang out with Jennifer, and they confuse me with the security guard all the time!"

MORE: Jennifer Lopez's Kids Spend Quality Time With Alex Rodriguez

He added that the confusion was notable during his recent appearance with Lopez at the Met Gala.

"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!' " he said.

Also on the show, Rodriguez played Egg Russian Roulette with Fallon and the results were predictably entertaining, with the pair rocking Yankee pinstripes and smashing baseball-painted eggs onto their heads.

Photo Credit: Twitter / @etnow

Related:

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Alex Rodriguez Adorably Interrupts Jennifer Lopez's Interview for a Kiss

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