The 41-year-old retired MLB star shared videos on Instagram Stories of 12-year-old Natasha singing and dancing at Lopez's show Saturday at The Axis at Planet Hollywood in Las Vegas.
Rodriguez followed up with a clip on Instagram of a fun moment backstage. The video shows Natasha, Lopez and other people dancing as Rodriguez and a friend sing the Journey hit "Don't Stop Believing" for karaoke.
"#DontStopBelieving," the former New York Yankees player captioned the post.
Rodriguez shares Natasha and 9-year-old daughter Ella with ex-wife Cynthia Scurtis.
He posted a video last week of Lopez giving Natasha a high five and hug after the preteen finished an at-home performance.
Rodriguez and Lopez were first linked in March, and confirmed their relationship the same month.
Lopez herself is parent to 9-year-old twins, daughter Emme and son Max, with ex-husband Marc Anthony.
"[Their kids have] really bonded and become good friends," a source told E! News in April. "A-Rod's older daughter, Natasha, is like a big sister to J. Lo's twins."
Lopez kicked off her All I Have Las Vegas residency show in January 2016.
She last released the album A.K.A. in 2014, and presently serves as a judge on the new NBC reality competition "World of Dance."
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