Jennifer Lopez and Alex Rodriguez said they are together but "working through some things" in a joint statement
*NO REUSE* Alex Rodriguez
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Alex Rodriguez got a workout in a day after he and Jennifer Lopez announced they are "working through some things" in their relationship.

On Saturday, the former New York Yankee, 45, was seen entering the Coral Gables, Florida location of 54D, an exercise workshop he started last month. Rodriguez was asked about his relationship with Lopez as he arrived at the venue, telling photographers "I'm not single," as seen in footage obtained by TMZ.

For more on where Jennifer Lopez and Alex Rodriguez stand, listen below to the episode of PEOPLE Every Day.

The clip of Rodriguez comes just a day after multiple sources told PEOPLE that he and Lopez, 51, had broken up after nearly four years together. He and Lopez later announced in a joint statement that they are staying together but "working through some things."

"They never officially broke up and talked about it but are still together. They hit a rough patch. But were not broken up," a source close to the pair told PEOPLE, adding that the speculation that arose last month that Rodriguez had an affair with Southern Charm's Madison LeCroy "had no bearing on the rough patch at all. "

"She's working in the Dominican Republic and he's in Miami so it's tough seeing each other especially with quarantining and COVID," the source said of Lopez and Rodriguez, "but they want to try to stay together."

Lopez and Rodriguez got engaged in the Bahamas in March 2019 after dating for two years.

Over the past year, the couple has spent time at home during the pandemic with their blended families — Lopez's 13-year-old twins Maximilian "Max" David and Emme Maribel with Marc Anthony and the former MLB player's daughters Ella, 12, and Natasha, 16, with ex-wife Cynthia Scurtis.

The coronavirus pandemic also halted Lopez and Rodriguez's wedding plans.

RELATED VIDEO: Jennifer Lopez and Alex Rodriguez End Engagement

"We had planned what we really, really wanted to do, [but] I don't know if we'll be able to re-create that. We canceled it, and since then we haven't really talked about it. There's no rush," Lopez told Elle in January. And shortly after, for the March 2021 issue of Allure, Lopez explained that therapy was "really helpful" for her and Rodriguez, and their relationship, telling the publication: "We got to work on ourselves."

This past Valentine's Day, Lopez shared that the couple actually met again in February of 2017. "February is our special month… our anniversary month… We met again for the first time on February 1st… the first time we went out was two days later and since then there hasn't been a day we haven't been together or spoken," the actress shared on Instagram, along with a video of the extravagant bouquet of red roses from Rodriguez.

J Lo A Rod relationship
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"You keep me laughing…I love your wickedly funny sense of humor… and how you always try to make every room you enter a more joyful one… I love you and all you do for me and with me….you are my funny valentine," she wrote of the athlete.

On Saturday, an insider told PEOPLE, "They were having problems before she left for the Dominican Republic. Filming made it worse because they haven't been able to see each other much in person. But they love each other and want to keep working on things."