The two couples were reportedly seated next to each other at a private JPMorgan event in Miami last month
On a recent segment of The Tonight Show Starring Jimmy Fallon, the former baseball star answered a few burning questions from the host, one of which included details of his and fiancée Jennifer Lopez’s meeting with the Duke and Duchess of Sussex.
“Did you and Jennifer Lopez recently go on a double date with Prince Harry and Meghan Markle? If so, who paid?” the host asked, which was met with laughter from the audience.
“I signed an NDA,” Rodriguez said after a brief pause, smiling coyly.
“Oh my God,” Fallon responded, as the audience gasped, before following up with, “So, that means you did.”
“Non-disclosure,” the father of two insisted with a smile.
“Yeah, all right. I’ll take that as you did,” the television host joked.
Last month, Meghan and Harry made their first joint public appearance since announcing they were “stepping back” from royal life at a private JPMorgan event held at 1 Hotel in Miami.
PEOPLE confirmed at the time Meghan, 38, and Harry, 35, were seated next to the Super Bowl performer and her fiancé at the event held inside Habitat, a restaurant at the hotel.
PEOPLE also confirmed that Harry gave a speech at the JPMorgan event. The father of one reportedly spoke about his experience with losing his mother, Princess Diana, and his decision to leave the royal family. According to The Sunday Times, Meghan also spoke at the event, focusing on her love for her husband.
Their trip to Miami came weeks after the couple announced their bombshell decision to step down as senior members of the royal family in January.
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On Monday, Harry and Meghan made their last appearance as royals before officially stepping down at the end of the month for Commonwealth Service in Westminster Abbey, joining Queen Elizabeth, Prince William, Kate Middleton and Prince Charles for the ceremony.
The event capped off a week full of final royal engagements for both Meghan and Harry, as they both individually and jointly took on events in recent days since their arrival in the U.K. It was also their first event with Harry’s brother Prince William and his wife Kate Middleton since Remembrance Day events in November.