07/08/2008 at 07:00 PM EDT
Is Alex Rodriguez getting a little spiritual counseling?
The day after A-Rod's wife Cynthia Rodriguez filed for divorce
, alleging infidelity and other "marital misconduct," the baseball player had a somber lunch with Rabbi Michael Berg, the Kabbalah Centre director.
A source tells PEOPLE Madonna introduced A-rod to Kabbalah last year. "Her spiritual stuff definitely rubbed off on Alex," said the source.
Another source close to Cynthia Rodriguez says her husband's Kabbalah involvement caused a strain in their marriage.
Madonna, who says she knows the Yankee slugger because they have the same manager, has denied being involved in the athlete's split, saying "I have nothing to do with the state of his marriage or what spiritual path he may choose to study."