Alex Rodriguez Poses with Daughters Natasha and Ella During Italian Vacation: 'Lucky Guy'

https://www.instagram.com/p/CewOdICIw0Z/ arod Verified Look who showed up in Capri? Lucky guy❤️ #girldad #capri 6h
https://www.instagram.com/p/CewOdICIw0Z/ arod Verified Look who showed up in Capri? Lucky guy❤️ #girldad #capri 6h

arod/Instagram

Alex Rodriguez is a family man, through and through!

The former Yankees star, 46, was joined by daughters Natasha and Ella during his Italian vacation in Capri this week and commemorated the occasion by posting a sweet photo of himself and his girls, both of whom he shares with ex-wife Cynthia Scurtis.

"Look who showed up in Capri? Lucky guy❤️ #girldad #capri," Alex captioned the stunning snap, in which Natasha, 17, and Ella, 14, can be seen sporting crisp, white summer dresses as they smile for the camera, posing with their dad on a yacht in the middle of the gorgeous Italian waters.

RELATED: Alex Rodriguez Praises Ex-Wife Cynthia Scurtis on Her Birthday: 'A Wonderful Mom and Role Model'

Rodriguez also shared a plethora of clips from his vacation to his Instagram Story, including one of him planting a loving smooch on the cheek of his "baby girl Ella Bella," and a boomerang of himself and his girls hamming it up for the camera, flashing peace signs after the sunset.

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In addition to soaking in the sights of Italy with his two girls, Rodriguez was spotted getting cozy with a blonde woman, identified as fitness model Kathryne Padgett, while at a nightclub in Capri over the weekend.

RELATED: Alex Rodriguez Shares 'Memphis Bound' Selfie with Ex-Wife Cynthia Scurtis and Daughters

https://www.instagram.com/p/CewOdICIw0Z/ arod Verified Look who showed up in Capri? Lucky guy❤️ #girldad #capri 6h
https://www.instagram.com/p/CewOdICIw0Z/ arod Verified Look who showed up in Capri? Lucky guy❤️ #girldad #capri 6h

arod/Instagram

The pair were seen dancing and playing tambourines during their night out, and enjoyed glasses of white wine before sharing a public kiss, according to TMZ.

RELATED VIDEO: Alex Rodriguez Calls Ex-Wife Cynthia Scurtis a 'World Class Mommy' As They Reunite for Workout

A source close to Rodriguez told PEOPLE that he and Padgett, 25, are "casually dating" right now, but the relationship is still very new.

"They are just having fun," the source added.

Additionally, the source told PEOPLE that the trip to Italy is a family-friendly affair, and that his ex-wife also joined them on the trip. "Cynthia [Scurtis] and the girls are all with them. They are having a great time," the source said.

In December, a source told PEOPLE that Rodriguez — who split from fiancée Jennifer Lopez in April 2021 — is spending "a lot of time with his daughters and enjoying every minute of it."

Rodriguez is "a good father and family means a lot to him," according to the insider. The source added that the retired shortstop is "having a great time with his life and family."