Alex Rodriguez and Cameron Diaz went paddleboarding and jet skiing in Cabo San Lucas, Mexico, on Wednesday, Dec. 22.
The 35-year-old Yankees player and the 38-year-old actress went on vacation with Rodriguez's two children from his marriage with Cynthia Scurtis from 2002 to 2008.
Diaz has been getting along well with the girls—Natasha, 6, and Ella, 2, according to the New York Daily News.
The couple began dating in February and split briefly in the fall. However, neither has commented publicly about the relationship.
Rodriguez and Diaz also went on vacation to Mexico over the Thanksgiving holiday, according to People magazine.
Diaz's latest movie, The Green Hornet, is set for release on Jan. 14.