Alex Rodriguez Shares Sweet Photo While "Missing" Jennifer Lopez

On Wednesday, Feb. 24, Alex Rodriguez, 45, took to his Instagram to show his 3.9 million fans just how much he's thinking about fiancée Jennifer Lopez, 51, while she's on location filming her upcoming movie Shotgun Wedding in the Dominican Republic.

Along with a selfie of himself with J-Lo's face nuzzled into her man's shoulder, the retired baseball player captioned, "Missing this girl" followed by a green heart emoji.

Earlier this month, amid online rumors involving Alex and Southern Charm star Madison LeCroy, a source exclusively confirmed to E! News that he couldn't join his love on location.

"A-Rod is not going with her to the Dominican," the insider said at the time. "He has his own work and a busy schedule. This is her thing, and she's very excited to get started on the project. They are celebrating Valentine's Day in Miami."

Earlier this week, the Hustlers star took a break from work to celebrate twins Emme and Max's 13th birthday.

Jennifer Lopez and Alex Rodriguez's Blended Family Photos

The singer, who shares the twins with ex-husband Marc Anthony, wrote, "OMG!! I can't believe it's been 13 years since I carried them both home in my arms in the middle of a snowstorm. Out of that blizzard came two perfect lil' coconuts who rearranged my life and taught me the true meaning of love. It has been the most magical journey full of adventure and joy ever since..."

The post continued, "I'm feeling so many emotions this morning...so very emotional today... so proud and happy and heartbroken that I can't feeeze time. To my two caring, sensitive and special souls...who I know will change and rearrange the world in your own very unique ways...your mama loves you beyond forever.. and ever and ever..."

Alex also took to his feed to send a few sweet words to the teens.

"Happy Birthday Emme & Max!!!" he wrote alongside a carousel of family photos through the years, "I'm blessed to have both of you in my life and look forward to watching you both continue to grow and do amazing things! Keep reaching for the stars! Love you both!"