Prince Harry, Meghan Markle, Jennifer Lopez, Alex Rodriguez

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A royal secret.

Alex Rodriguez is remaining tight-lipped about those rumors he and fiancée Jennifer Lopez went on a dinner date with Prince Harry and Meghan Markle. In early February, reports surfaced stating that celeb couple dined with the royals while they were in town for an exclusive J.P. Morgan event. The rumors were never publicly confirmed or denied by either couple, but now Rodriguez is addressing the speculation.

While on The Tonight Show Starring Jimmy Fallon on Monday evening, the athlete and former Yankess star took part in a game of Q&A-Rod with host Jimmy Fallon. During the game, Fallon asked Rodriguez to set the record straight on a number of rumors about him. First up: the royal dinner date.

"Did you and Jennifer Lopez recently go on a double date with Prince Harry and Meghan Markle?" Fallon asked. "And if so, who paid?"

In response to the question, Rodriguez jokingly looked around the room and said, "I signed an NDA."

After hearing Rodriguez's response, Fallon said that he thinks the dinner totally happened.

"Oh my God," Fallon laughed. "So that means you did."

"Non-disclosure," a smiling Rodriguez teased.

"I'll take that as you did," Fallon replied as Rodriguez laughed with the audience.

During the game, Fallon also asked Rodriguez if and Lopez will have a choreographed first dance at their wedding.

In response, a laughing Rodriguez again responded, "NDA."

The 44-year-old star then joked, "I can't talk about the wedding, I wanna be able to get home."

Take a look at the video above to see Rodriguez dish about the royals, his relationship, baseball and more!

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