The New York Yankees had said the injured star would stop his post-workout media session at the team's minor league training complex if any reporter posed an non-baseball question.
Rodriguez spoke for several minutes about his recovery from knee surgery. But when asked if he would not discuss the poker games, he said "yep" and walked to his car.
Rodriguez's publicist, however, said the slugging third baseman was looking forward to cooperating with MLB in its poker probe.
Star Magazine reported last month that several people saw A-Rod playing in games hosted at Hollywood hotels and residences.
Richard Rubenstein, Rodriguez's publicist, said in a statement Thursday morning that the Star's story contains "numerous factual inaccuracies."
Rodriguez said it will take a few days to get a timeframe for rejoining the Yankees.
"I think I'll have a much better indication over the next 48 hours," he said. "I'm curious to see how my body reacts, responds tomorrow. Tomorrow and the next day will be a good indication."
The 36-year-old Rodriguez arrived at the Yankees' minor league complex just before noon, pulling up in his Mercedes and waving to a group of 25 or so fans before entering the building.
This was his first on-field activity since having right knee surgery July 14. He worked out for a half-hour, doing light running, playing catch, taking grounders and hitting in the batting cage off a tee and against a soft toss. He wore a light brace on the knee and showed no signs of difficulty moving. Rodriguez then went inside to ice the knee and run in the pool.
"I feel good. A good day today. Encouraging first day out there on the field and felt pretty good," said Rodriguez, who signed autographs before talking to the media outside the complex.
Rodriguez said the intensity of the workouts will be increased each day.
"Hopefully five, 10 percent more every day and see over the next four, five days (how it goes)," Rodriguez said. "It will be a big key to see when I can actually get back on the field for real."
Rodriguez is hitting .295 with 13 home runs and 52 RBIs.