The former Yankees star explained that his girls – Ella, 9, and Natasha, 12 – look up to J.Lo as a role model.
"They look at her like she's the Messiah," he said. "When they're in Las Vegas, I don't think they leave Jennifer's side."
The Rodriguez family follows Lopez and her crew to Vegas for her "All I Have" residency tour, where the girls get to help backstage.
"They go to the 'locker room' early with Jennifer and help her get dressed and are part of the assistant team backstage," ARod noted.