Lilly confirms there is a prenuptial agreement between his client, 34, and Alex Rodriguez, 32. The couple married in 2002 in Dallas and have two children, Natasha Alexander and Ella Alexander, who was born April 21.
The suit cites a "long period of infidelity on the part or Mr. Rodriguez, an all-star baseball player for the New York Yankees." It also claims "emotional abandonment." Lilly will not yet confirm what it is Cynthia Rodriguez is seeking financially.
While the suit does not name pop music star Madonna as a cause, Lilly says A-Rod's "relationship with Madonna was the final straw for Mrs. Rodriguez."
Madonna, who is currently married to film director Guy Ritchie, has denied any romantic involvement with Alex Rodriguez.
The reports come just days after Alex Rodriguez was linked to Madonna in various media outlets and Cynthia Rodriguez's subsequent visit to the Paris home of rocker Lenny Kravitz, who said she came to France to escape the media frenzy in New York and denied that anything improper had happened.
Alex Rodriguez has refused to comment on his relationship with Madonna, who denied any romantic involvement with the slugger in a statement posted Sunday on people.com.
"My husband and I are not planning on getting a divorce," Madonna said. "I know Alex Rodriguez through Guy Oseary, who manages both of us. I brought my kids to a Yankee game. I am not romantically involved in any way with Alex Rodriguez.
Cynthia Rodriguez is in Miami and not available for comment on the advice of her attorneys.
Alex Rodriguez, who previously played for the Seattle Mariners and Texas Rangers as a shortstop before joining the Yankees at third base in 2004, is the highest-paid player in the Major Leagues, having signed a 10-year, $275 million deal before the start of the 2008 season.
The Associated Press contributed to this report.