Alex Rodriguez and Madonna
Ronald Asadorian/Splash News Online; Pascal Le Segretain/Getty
11/28/2008 AT 03:40 PM EST
Yankees slugger Alex Rodriguez celebrated Thanksgiving with his family in Miami before heading off to spend time with Madonna
just days after her preliminary divorce
from Guy Ritchie was granted, according to reports.
Rodriguez scored a front-row seat at Madonna's South Florida concert Wednesday night at Dolphin Stadium, where he helped the pop diva stay cool between numbers by passing her a bottle of water from his seat, E! reports.
But he other had obligations the next day. The New York Daily News reports
that Rodriguez enjoyed Thanksgiving dinner in Miami Thursday afternoon with ex-wife Cynthia and daughters Natasha, 4, and Ella, 7 months.
Reports surfaced earlier this week that Rodriguez was planning to abandon his children on Thanksgiving to spend time with Madonna in New York. However, a source tells PEOPLE this was never the case.
"He always had every intention of spending the holiday with Cynthia, the family, and his two daughters," the source says. "There was never any intention of him flying back. The allegations regarding this trip to New York [to be with Madonna] couldn't be anything farther from the truth," the source says.
Instead, Madonna extended her Miami trip and the pair were able to spend the holiday together anyway. The Daily News
says that Rodriguez rushed off to Star Island, where Madonna has a home, soon after wrapping up Thanksgiving dinner with his family.