WATCH: Alex Rodriguez brings daughter for fun ‘Shades of Blue’ set visit with Jennifer Lopez

Shades of love! Earlier this week, Alex Rodriguez dropped by the Shades of Blue set to watch his girlfriend Jennifer Lopez shine. The former Yankee, who brought one of his daughter’s along for the day, doted over Jennifer as she locked and loaded into her “Harlee Santos” character for season three filming of her hit series. Lucky for fans of “J-Rod,” Alex streamed a good portion of his set visit via Instagram LIVE.

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Alex Rodriguez had a fun-filled day on set with Jennifer Lopez Photo: Instagram/@arod

The 42-year-old baller went “live” while hanging in between scenes with his multi-talented love. Sitting in Shades of Blue director’s chairs, the pair looked happy to be hanging out behind the cameras. Alex narrated the video, exclaiming: “This is a very exciting day at Shades of Blue! Great crew, a lot of good energy!” He then read off real-time comments from followers that aimed to send the couple well-wishes.

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Most of the time, the 48-year-old actress was visibly in the zone, fully in costume and intent on studying her sides for the next scene. At one point, Alex even filmed her practicing her lines with someone. He seemed to be having a blast hanging out, with both his girlfriend and 12-year-old daughter Natasha, who came along for the exciting visit. Alex mentioned that his other daughter Ella was “at home.”

Later in the evening, Alex brought the LIVE- fun outside! “Just taking a walk after dinner,” Jennifer said, who remained fully clad in her Shades of Blue ensemble. While on a break, the famous-pair ran into some excited fans. Alex recorded as J.Lo happily posed for a “seflie” with young girls who admired her from American Idol. A-Rod then spun the camera around to himself and said, "They confuse me all the time for security, which is okay because I’m dressed all in black.” He also remarked on the moment, saying: “That was so cute, baby. They love you.”

RELATED: Alex Rodriguez gets mistaken for Jennifer Lopez's security guard

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Jennifer Lopez showed off her 'Harlee Santos' look on Instagram Photo: Instagram/@jlo

“How do you guys love the hair?” Alex asked his followers, referencing his girl’s TV show wig. “The hair’s amazing, by the way. Starting a campaign to keep the hair that way.” As the couple continued to stroll down the streets of NYC they discussed some upcoming projects. When talking about her new album, Jennifer said that a lot of her songs were “about love” as she sweetly looked at Alex and giggled. “Lots of inspiration,” she said staring at Alex.

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