The 42-year-old retired MLB star supported Lopez by spending time with the 48-year-old singer and actress as she worked on a new project in the middle of the night.
Rodriguez posted a photo Wednesday on Instagram from his visit to set. The picture shows the star resting his head on Lopez's stomach as they enjoy a momentary break.
Lopez also shared a photo with Rodriguez on her own account.
"On the set at 230am... #whenyouknowhegotyou," she wrote.
E! News reported Rodriguez and Lopez have purchased a $15 million apartment together in New York. The news comes shortly after Lopez discussed her future with Rodriguez in the April issue of Harper's Bazaar.
"I do believe in marriage," the singer said. "And i would love to grow old with somebody in a committed relationship. But I'm not forcing anything right now. It's good, it's healthy; we communicate well."
"We understand each other's lives in a way that most other people couldn't," she added. "We both entered the public eye in our early 20s and overachieved right from the start. And that affects every dynamic in your life."
Lopez and Rodriguez confirmed their relationship in March 2017. The singer shares 10-year-old twins Emme and Max with ex-husband Marc Anthony, while Rodriguez is dad to two daughters, 13-year-old Natasha and 11-year-old Ella.