Kravitz put out a statement denying reports that he was having an affair with Rodriguez's wife Cynthia.
He says "Cynthia is a friend" who went to see him to "escape from everything happening" at home.
He says it's "extremely hurtful" that he's now "being referred to as an adulterer."
Reports have also linked Rodriguez to Madonna.
He refused to comment on the reports three times.
The New York Daily News reports that A-Rod and his wife split after having "problems" for three months.
