The Yankees slugger, 34, brought his 5-year-old daughter, Natasha, to New York City hotspot Highbar to celebrate his cover of Gotham magazine.
"She's very excited about her new dress and high heels, of course," Rodriguez -- who has also romanced Madonna since splitting from his wife, Cynthia -- told reporters of his eldest girl, "which is really exciting for her, but it makes me very nervous."
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(Rodriguez also mentioned Natasha has the middle name "Alexander" despite her sex. A source once told Us Weekly that Rodriguez is "so vain," he has a photo of himself as a centaur hanging over his bed. His 2-year-old daughter, Ella, also has the middle name "Alexander.")
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He shrugged off questions about Diaz and Hudson. When asked what he likes most about being unmarried, he said, "To be honest, our schedule is so busy that you really don't have time to enjoy it."
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And he has no plans to settle down any time soon.
"Right now, what I'm most focused on is bringing the 28th world championship to the Yankees," he said.
How did he celebrate Friday night's Grand Slam home run?
"I went home and put my daughters to bed," Rodriguez said. "Once you get home, whether you hit a home run, grand slam or strike out, all your kids want you to do is bathe them and read to them and put them to sleep."