Rodriguez's relationship with his wife Cynthia has been at the center of mounting speculation following rumors of infidelity.
And when Kravitz was seen accompanying the New York Yankees star's wife during a recent stay in Paris, gossips suggested the pair was involved in a secret romance.
But the rocker insists the relationship is purely platonic.
He tells Us Weekly magazine, ""There is absolutely no affair between Cynthia Rodriguez and myself. This is unequivocally, 100 percent not true.
""Cynthia is a friend and (she) is here with the godfather of her baby, who is Alex's trainer, his wife and their baby girl.
""She came here to escape from everything happening in New York City. I opened my home to her as a friend.""
Alex Rodriguez hit the headlines earlier this week after he was linked romantically to Madonna, following reports that she was set to divorce her director husband Guy Ritchie. Those rumors have also been denied by Madonna's representatives.
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