Bethenny Frankel from "The Real Housewives of New York" is setting the record straight on rumors she had Yankee panky with A-Rod!

"The only thing A-Rod and I have in common is that both Madonna and I like yoga," Bethenny reveals to "Extra." She continues, "There's no A-Rod and Bethenny."

The Big Apple socialite is currently promoting her book "Naturally Thin," out next week.