Celebrity Parents A-Rod Says His Daughters Look at J.Lo 'Like She's the Messiah' and Have Become Part of Her Backstage Crew "My girls essentially hit the lottery," Alex Rodriguez tells PEOPLE exclusively about his daughters' relationship with Jennifer Lopez By Melody Chiu Melody Chiu Instagram Twitter Melody Chiu is a Senior Editor for PEOPLE. She has been with the brand since 2009, editing, writing and reporting across all entertainment verticals. She oversees PEOPLE's music and events coverage and has written cover stories on Taylor Swift, Selena Gomez, Melissa McCarthy, Blake Shelton and Sandra Oh. The Los Angeles native graduated from the University of Southern California and has appeared on Extra!, The Talk, Access Hollywood and Good Morning America. People Editorial Guidelines Published on October 19, 2017 03:30 PM Share Tweet Pin Email Alex Rodriguez‘s daughters are just as in love with Jennifer Lopez as their dad is. “She is such a great role model. They look at her like she’s the Messiah,” Rodriguez told PEOPLE exclusively about his daughters — Ella, 9, and Natasha, 12 — at TruFusion gym (for which he is a major investor) in Las Vegas last month. “When they’re in Las Vegas, I don’t think they leave Jennifer’s side,” adds the 42-year-old former New York Yankees player. Want all the latest pregnancy and birth announcements, plus celebrity mom blogs? Click here to get those and more in the PEOPLE Babies newsletter. Jordan Althaus/NBCUniversal/One Voice: Somos Live!/Getty Images RELATED VIDEO: Jennifer Lopez Blows Kisses to Her Man in Sweet Throwback Photo From Met Gala Rodriguez is often in town to see his girlfriend’s All I Have residency show at Planet Hollywood, and his girls (whom he shares with ex-wife Cynthia Scurtis) have become part of Lopez’s backstage crew. “They go to the ‘locker room’ early with Jennifer and help her get dressed and are part of the assistant team backstage,” says Rodriguez. “My girls essentially hit the lottery,” he continues. “What 12-year-old and 9-year-old wouldn’t feel like, ‘Oh my God, I’m the luckiest human being on the planet?’ They’re super thrilled!” Drew Hallowell/Getty Images J.Lo and A-Rod Are Moving in Together! “They Are Very Excited About Their Future,” Says Source Lopez, 48, and Rodriguez often hit the gym together. One of their favorite classes is TruFusion’s Barefoot Bootcamp, which the entertainer and her dancers take several times a week. Seth Browarnik/startraksphoto.com The class combines yoga, pilates, kettle bells, sandbags and more in a room that reaches a 120 heat index. “She has a bunch of [super powers],” says Rodriguez of Lopez’s stamina in class. “I have none.” Recently teaming up (along with Lopez’s ex-husband Marc Anthony) to help raise $35 million for hurricane-ravaged Puerto Rico, the couple are looking forward to their future together and enjoying the fruits of their labor. Instagram/jlo. FROM PEN: Watch Jennifer Lopez Tear Up Remembering Her Twins Being Born “I’m having the best time because I have the freedom and liberty to go out and be a full-time dad and run my business A-Rod Corp,” says the Shark Tank guest judge. “I get to do a lot of fun things with Jennifer, and I’ve learned a great, great deal from one of the most amazing women I’ve ever met,” he adds. For all the details on Jennifer Lopez and Alex Rodriguez’s plans to move in together and merge their families, pick up the latest issue of PEOPLE, on newsstands Friday.