Alex Rodriguez has found the perfect formula to spend the special day of Thanksgiving. Instead of choosing between his family and his girlfriend, he had enough time for both.

Yankees celebrity Alex Rodriguez, 32, and famous singer Madonna spent Wednesday night front-row at Madonna’s concert at Dolphin Stadium, where he passed the pop star bottles of water from his front-row seat. Later, they were seen at the estate of Jeff Soffer, the bachelor billionaire who reportedly has come between Gwyneth Paltrow and the Coldplay frontman, Chris Martin. Soffer said earlier this week that they were "just friends" and Paltrow’s spokesman said the rumors were "rubbish."

But he managed to see his family the next day. He enjoyed Thanksgiving dinner in Miami Thursday afternoon with ex-wife Cynthia and daughters Natasha, 4, and Ella, 7 months, the New York Daily News reports.

"He always had every intention of spending the holiday with Cynthia, the family, and his two daughters," a friend of A-Rod’s told People. "There was never any intention of him flying back. The allegations regarding this trip to New York couldn’t be anything farther from the truth."

Earlier this week, reports suggested that A-Rod was planning to abandon his family on Thanksgiving to spend the traditional meal with Madonna, her children and her manager in New York. However, he managed to spend some quality family time with daughters and ex-wife Cynthia, and then rushed to be with Madonna at her house nearby. Madonna and A-Rod, whose marriages both recently ended, have been rumored for months to be involved in a "hot new friendship." The two have been on familiar terms since they met at a charity event, but rejected the idea of romance.