NEW YORK - Alex Rodriguez was cautioned by the New York Yankees that playing poker in illegal clubs could be dangerous and harmful to his image, according to a newspaper report.

On Oct. 2, the Daily News reported the star slugger had attended games at an underground club with professional card player Phil Hellmuth.

Scott Boras, the third baseman’s agent, denied that the Yankees had warned his client.

“The Yankees have never addressed or spoken with me in regard to any off-field activities regarding Alex Rodriguez. And the Yankees have never spoken to Alex regarding any of his off-field activities,” Boras was quoted as saying in a story published Wednesday.

Playing at such clubs is not illegal, though it can be against the law to operate them, the Daily News reported.

Rodriguez was not punished or ordered to stay out of the clubs, but commissioner Bud Selig was "keeping an eye" on A-Rod and would step in "if necessary," the Daily News said.

"There's nothing he's doing that violates the morals clause," one baseball lawyer told the newspaper. "Mostly it's just stupid. Why put himself in a position like that? Why doesn't he go play in an apartment somewhere?"

Sources told the Daily News that Selig is "very unhappy" about the message that A-Rod might be sending to kids, with him playing poker in illegal clubs.

"Kids look up to (Rodriguez)," a source told the newspaper. "It isn't good for anybody."

The Daily News said that MLB officials are concerned that one of their top stars is possibly associated with an illegal gambling operation and hanging out with gamblers, who could be betting on baseball games, something that could get Rodriguez banned from baseball should he do the same.

These clubs also are often raided by New York City policemen and even gunmen, the Daily News said.

"What in the world is he thinking?" a high-ranking MLB official told the Daily News. "He can do what he wants in the off-season and he isn't breaking the law — we checked — but why do it?"

Slide show   The Week in Sports Pictures The Giants on top of the football world, getting ready for the London Olympics and more. more photos

Several sources told the Daily News that Rodriguez was at a midtown Manhattan club five straight nights after the team was eliminated by the Los Angeles Angels in the American League playoffs.

Gambling has been a sore spot for baseball ever since the Black Sox scandal in 1919, when several Chicago White Sox players admitted they deliberately lost the World Series over a gamble.

Legends Mickey Mantle and Willie Mays were banned for two years when they accepted public relations jobs with casinos in 1983, and Pete Rose has been banned since 1989 and later admitted betting on baseball games while managing the Cincinnati Reds.