"Jennifer has never felt more loved and taken care of than with Alex," a source close to Lopez tells PEOPLE

Jennifer Lopez and Alex Rodriguez are happier than ever and not letting any rumors get to them.

Amid tabloid reports that the athlete has cheated on his new superstar girlfriend, the couple is paying no mind and focusing on their relationship. “Jennifer knows what’s going on. Alex has been very honest,” a source close to Lopez, 47, tells PEOPLE.

“She doesn’t believe he has gone behind her back since they started dating. They both have a past. Jennifer is focused on now and her future with Alex. She isn’t going to let someone from Alex’s past ruin what she has with him,” the insider adds. “They are one big, happy family and that will continue. Jennifer has never felt more loved and taken care of than with Alex. He is her biggest fan. He supports and encourages her every day. She has nothing but amazing things to say about him.”

On Wednesday, they boarded a private jet from Miami to Las Vegas ahead of her All I Have residency dates.

“They arrived in Las Vegas together. They both looked happy,” a separate source tells PEOPLE. “J. Lo has several shows this week. A-Rod is staying in Las Vegas with her.”

Credit: Ana Carballosa

PEOPLE confirmed in March that the World of Dance star and Rodriguez, 41, were dating. Later that month, the retired baseball pro confirmed their relationship status during an appearance on The View and the lovebirds made their red-carpet debut as a couple at the 2017 Met Gala in May.

Most recently, Lopez and her 9-year-old twins Maximilian David and Emme Maribel enjoyed some joint family time by the pool with Rodriguez and his daughters: 9-year-old Ella Alexander and Natasha Alexander, 12.

This isn’t the first time the pair have brought their families together since their relationship became public. In April, Lopez and Rodriguez took their kids to the Dominican Republic during Easter weekend. Emme and Natasha seemed to hit it off, with the Shades of Blue actress sharing an Instagram photo of the two smiling together.

By Pernilla Cedenheim and Karen Mizoguchi