Alex Rodriguez 'Can't Wait' to Show Girlfriend Jennifer Lopez His New Miami Gym

"[Jennifer] is a great jock, a former track star in school, and I enjoy working out with her," A-Rod tells PEOPLE

J-Rod loves to sweat together!

Alex Rodriguez welcomed fitness buffs to his new gym in Miami on Thursday night and was accompanied by his two daughters, Natasha, 12, and Ella, 9, as well as his mother, Lourdes.

While his actress girlfriend Jennifer Lopez was out of town working, the retired Yankees star, who is dedicated to a disciplined fitness regimen, is eagerly awaiting the day she can exercise with him at his new UFC (Ultimate Fighting Championship) Gym.

“Jennifer and I work out together, and I can’t wait to bring her here to my new gym,” Rodriguez, 42, looking fit and handsome in a dark jacket and crisp white shirt, tells PEOPLE. The opening makes the first in a line of super gyms he and partner Mark Mastrov, the founder of 24 Hour Fitness, are opening all over south Florida.

Adding, “She is a great jock, a former track star in school, and I enjoy working out with her.”

EXCLUSIVE: <a href="" data-inlink="true">Jennifer Lopez</a> and Alex Rodriguez seen at Bar Pitti celebrating her birthday
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The gym’s motto, “ordinary fitness no longer exists,” explains the diversity of J-Rod’s workout sessions. The couple like to do a variety of different things when they workout together.

“Jennifer and I mix it up,” Rodriguez tells PEOPLE. “We like to lift, and we enjoy bike riding. She is a talented jock.”

Rodriguez — who has been in the gym business for 10 years, first in Mexico — likes a woman to be fit and take exercise as seriously as he does. The 48-year-old Shades of Blue actress/World of Dance judge works just as hard at being fit and beautiful.

The slugger says that his own current fitness regimen is vitally important to his well-being.

“I do diverse lifting, yoga and pilates classes, and make sure I break a sweat at least five days a week,” he tells PEOPLE. “Plus, I eat heathy. I believe the right diet is 80-90 percent of the total program.”

RELATED VIDEO: People Exclusive: Why J-Rod’s Romance Could Go the Distance: ‘They’re Happier in a Relationship Than Playing the Field’

Rodriguez favors chicken, fish and steak, but doesn’t have a sweet tooth. Desserts? Not so much.

But when he has a cheat day, his daughter Ella tells PEOPLE, “My dad loves Cheetos, any kind of chips and chewing gum. When he has a dessert, it’s some kind of chips.”

Adds Rodriguez: “That is because I like salt. I am not tempted by sugar.”

Ella and Natasha tell PEOPLE they love spending time with their talented dad whether they are out on the town or staying fit at their Miami home.

“We like to shop with dad,” Natasha says. “And when we are home, we play with him on the trampoline or in the pool, and we all like basketball.”

But the girls believe there is one area where their father could improve.

“We have been trying to teach our dad to dance but we think he is sort of clumsy!” Natasha tells PEOPLE.

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