The 42-year-old Dawson's Creek actress was photographed leaving her Manhattan apartment solo on Monday, just hours after the rumors began to swirl.
Holmes kept it casual and walked the New York City streets in jeans, a white t-shirt, and flats, to run errands.
Wearing her dark hair up in a messy bun, the actress kept her hands in her pockets as paparazzi snapped away.
Holmes opted to stroll without her 15-year-old daughter, Suri Cruise, who she shares with ex-husband Tom Cruise.
Her midday errand run comes days after A-Rod was spotted leaving her lavish apartment building.
As Radar reported, the rumor mill began to swirl when the ex-Yankee was caught exiting the Manhattan sky-rise on Sunday.
Fans immediately thought A-Rod was there to see Holmes, especially since they are both newly single.
Holmes recently "dumped" her 33-year-old boyfriend, Emilio Vitolo Jr., who she had been dating for the past 8 months.
A-Rod, of course, famously ended his engagement to J Lo in April.
The dating rumors didn't last long before Holmes and A-Rod shot them down.
In fact, the actress's rep claims the "they have never even met.”
According to Page Six, A-Rod was strictly in the building because he's been shopping for a bachelor pad on the East Coast.
The former baseball player is ready to get the hell out of Dodge following his breakup with J Lo.
A-Rod -- who shared a home in Miami with J Lo -- has been apartment hunting in Tribeca and the Upper West Side, as well as in Holmes' building.
“Alex is looking at lots of different apartments, he didn’t even realize it was Katie’s building — he’s never met her," an insider connected with A-Rod told the outlet.
Holmes isn't the only one with dating rumors circulating around them.
Hours after A-Rod's Sunday apartment romp, Katie's ex Vitolo was spotted walking the streets with a busty redhead.