The British tabloid The Sun has reported that Cynthia has text messages her husband sent Madonna.
According to an anonymous source, "They were instrumental in convincing her that he was besotted. The messages could be released if things get really ugly."
A friend of A-Rod was also quoted as saying that the baseball star acted like a "smitten schoolboy" as he swapped texts with the Queen of Pop.
Cynthia also talked to New York Post columnist Cindy Adams, her first comments since she filed for divorce Monday.
She said that she still loves her husband, but his alleged affairs have caused her too much pain.
She also discussed her decision to take her daughters to Miami while Alex remained in New York as the rumors of his affair with Madonna were made public.
"My husband knew I was going. He encouraged it," she said. "I needed to get away. With clear-headed friends. To breathe. To think how I'm going to handle my kids. I just needed a little time."
Cynthia also refuted reports that she ran off to Paris with friend Lenny Kravitz, leaving her children at home. She also denied that she went on a $100,000 shopping spree to punish Alex for the infidelity reports.
"Not one word of those stories is true," she said. "I never before in all my married life together ever went away without my husband or family. Not once in 13 years."
"I did not spend one dollar shopping in Paris. I did not go to super-fancy expensive restaurants. I did not go to any spa. I didn't do one thing," she added. "I spent the most innocent four days with my children's godparents, who are as close to us as family. My husband and I were already into our problems and I didn't know where to go, what to do. I needed to think. To clear my head."
She also said that her divorce has been very upsetting for her close-knit family, and that her three-year-old daughter is asking for her father.