The 48-year-old singer and actress and 42-year-old retired MLB star were spotted snapping selfies Wednesday as Lopez took a break from filming Season 3 of the NBC series.
Us Weekly reported Lopez was shooting an overnight scene for the show.
The "World of Dance" judge, who plays Det. Harlee Santos, was all smiles in a curly wig, grey sweater and jeans as she posed for photos with Rodriguez.
Rodriguez followed up Thursday by sharing a picture on Instagram of Lopez in costume. The snapshot shows the actress posing on a bed in a white henley and ripped jeans.
"Surprise visit from my favorite detective. #harlee," the former New York Yankees player captioned the photo.
Rodriguez had posted a video Wednesday of his morning workout with Lopez, which featured the pair doing "This is Us"-style pushups. The couple were first linked in March, and confirmed their relationship the same month.
"Those in J. Lo's inner circle see her relationship with A-Rod going the distance," a source told Entertainment Tonight this week. "They definitely see marriage potential here."
"J. Lo loves that they have so much in common," the insider added. "They're both parents and they're both successful in business. Their lives, while busy, really complement each other."
Lopez shares twins Emme and Max with ex-husband Marc Anthony, while Rodriguez is parent to daughters Natasha and Ella with ex-wife Cynthia Scurtis.
"Shades of Blue" was renewed for a third season in March.
Copyright 2017 United Press International, Inc. (UPI). Any reproduction, republication, redistribution and/or modification of any UPI content is expressly prohibited without UPI's prior written consent.