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Alex Rodriguez‘s appearance at Madonna‘s L.A. concert at Dodger Stadium on Nov. 6 certainly added more fuel to the fire surrounding reports that the 33-year-old Yankee and the newly single Material Girl are no longer afraid to hide their relationship.

"Alex seemed to be enjoying himself," an eyewitness at the show tells OK!. "He was grooving to the music and paying attention to Madonna’s every move on stage."

CLICK HERE to see OK!’s Ultimate Madonna Gallery!

And with meetings in L.A., Paris and New York’s Hamptons under their belt, the couple next decided to take their budding affair to–where else–Sin City! After attending Kabbalah services in L.A. with her children Lourdes, 12, Rocco, 8, and David, 3, on Nov. 7, the singer, 50, flew with them to Las Vegas for her show at the MGM Grand. A-Rod was –shocker!–also in town, and the two got together at her exclusive $15,000 a night villa at The Mansion inside the MGM Grand.

"Madonna had two plates of raw vegetables sent up to her room from Joel Robuchon for dinner," a source tells OK!. "The kids requested Chinese Food."

It seems like the New York Yankee has been committed to fitness since he’s been seeing the Material Girl–herself an infamous health fanatic.  On Nov. 6, he was seen working up a sweat at Sports Club L.A.’s West Los Angeles location. "He was here as a visitor and we were pleased to have him," an employee confirms. "A-Rod was working out with a trainer near the weights."

The buff jock also likes to hit up West Hollywood’s exclusive Equinox gym when he’s in L.A. On Nov. 3, he was spotted entering the gym wearing earphones.

"A-Rod’s been coming into the gym three or four times a week for the last two weeks," a source tells OK!. "He’s really focused when he comes in, working out for two hours with two really buff females. The women work him really hard–and they are huge, like him!"

CLICK HERE to see OK!’s Ultimate Madonna Gallery!

For the entire story on Madonna and A-rod, pick up the new OK!–on newsstands everywhere on Thursday!

Download this week's issue of OK! Magazine for only $1.99
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