The former baseball superstar, Alex Rodriguez certainly knows how to keep a secret, most especially if it is a ROYALLY big one.

During his guest appearance on "The Tonight Show with Jimmy Fallon," A-Rod was grilled to spill out details about their dinner date with Prince Harry and Meghan Markle.

It came after reports circulated that the power couple dined with the Sussexes during an exclusive J.P. Morgan event in Miami, Florida early this year.

This is said to be Meghan and Prince Harry's first engagements after they announced that the couple is stepping down as senior royals.

Dinner Date with Meghan and Prince Harry

Going back to the Yankee star, in their segment named "Q and A-Rod," host Jimmy Fallon asked the athlete to address the rumors regarding the controversial dinner date.

Fallon first asked: "Did you and Jennifer Lopez recently go on a double date with Prince Harry and Meghan Markle?" the host added, "And if so, who paid?"

The baseball icon looked around the room before jokingly answered: "I signed an NDA."

The 45-year-old host was not satisfied with Rodriquez's answer so he followed up by another question.

After hearing Rodriguez's response, Fallon said that he thinks the dinner really happened.

"Oh my God," Fallon laughed. "So that means you did."

A-Rod quipped as he smiled.

"Non-disclosure," A-Rod answered.

"I'll take that as you did," Fallon replied as they both laughed with the audience.

Alex Rodriguez Spills the Tea

Aside from the issue involving the royal couple, Fallon also pushed Rodrguez to spill the tea with his wedding to singer turned business mogul fiance, Jennifer Lopez.

The comedian-host also asked the 44-year-old baseball superstar if he and J.Lo will have a choreographed dance at their wedding.

A-Rod quipped and answered: "NDA. I can't talk about the wedding, I wanna be able to get home."

In the same interview, the former Major League Baseball star revealed that he was more nervous than J.Lo during her performance for Super Bowl Halftime last February 2.

'For five-and-a-half or six months, she was prepping at a level... it was like she was Rocky going to go fight the Russian, Ian Drago."

Rodriquez also added: "She was lean, she was mean, and she would start her job at two-o-clock in the afternoon, her dances, and would come home around three or four in the morning. With bruises everywhere. It was just remarkable. I was so nervous for her," he recalled.

A-Rod also praised J.Lo for her dedication and mentioned that her fiance has spent six months preparing for her six-minute performance.

First Engagement Anniversary

Just recently, the former Yankees star posted a heartfelt tribute to her fiance for their first engagement anniversary.

In his Instagram post, he recalled how nervous he was during his proposal. He also mentioned how lucky he is to be with J.Lo and that every moment with her is a blessing.

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Alex rodriguez, Jennifer Lopez, J-Lo, A-rod, The Sussex, Jimmy Fallon