Jennifer Lopez was 'nervous' to go public with Alex Rodriguez romance

Jennifer Lopez and her new boyfriend Alex Rodriguez were "a little bit nervous" about making their red carpet debut as a couple at New York City's prestigious Met Gala.

The On The Floor hitmaker began dating former New York Yankees baseball ace Alex in March (17), and they made their new relationship official by attending the high-profile event, known as the fashion Oscars, hand-in-hand on 1 May (17).

J.Lo and Alex appeared to be at ease in front of the cameras, but the singer/actress confesses they were both secretly anxious about flaunting their budding romance for the world to see.

"It was such a nice night," Jennifer smiled on breakfast show Today. "We were both a little bit nervous, but at the end of the day, we're like, 'Let's just have fun.'"

Explaining why she was all aflutter ahead of the Metropolitan Museum of Art bash, she shared, "You put yourself out there (for criticism). It's such a personal thing, you're so happy, you're... having your own moment, and then you go out there in front of the world and you open yourself up to be talked about, opinions and everything..."

Despite her nerves, J.Lo had a blast at the Met Gala: "At the end of the day, we just are happy and having a good time and enjoying our lives, and we had a good time that night too," she said.

The superstar, who began her career as a dancer, was caught on camera inside the event grooving to the music at their table, beside a seated Alex, but Jennifer reveals the retired sportsman also had fun showing off his moves on the dance floor.

"We went in, we danced," she recalled, before gushing, "He's awesome. He's a good dancer.

"One of the things I love is that he loves to dance. He dances all the important stuff for me. When the Spanish music comes on (he knows what he's doing)."

And it's not the only thing the stars have in common: "He doesn't drink either," Jennifer laughed. "We're like a no-drink couple!"

Alex is the latest in a long line of suitors for J.Lo - the Latina beauty was previously married to Marc Anthony, the father of her twins Max and Emme, while she was recently linked to rapper Drake after splitting from backing dancer Casper Smart last summer (16).