Katie Couric and baseball star Alex Rodriguez developed a friendship over the course of their careers, but the legendary news anchor revealed it sometimes left her with mixed emotions. Couric, 68, and Rodriguez, 50, first crossed paths in a very run-of-the-mill way. "I went to a Yankees game with some friends of mine when I was anchoring the CBS Evening News," Couric recalled in episode 2 of HBO's Alex vs ARod, which premieres Thursday, November 13. "I remember him looking up toward me in the stands. I knew he saw me and I felt like Glenn Close in The Natural or something." Couric continued, "The next thing I knew, his security guard came up and gave me an autographed bat and three or four baseballs that had been tied in knots in an athletic sock that he had autographed for me. Everyone around me was like, 'What is going on?' I was like, 'I have no idea.'" Alex Rodriguez and Ex-Wife Cynthia Reflect on His Alleged Affair With Madonna From there, Couric and Rodriguez became "friendly-ish," with the journalist noting the athlete would "call me once in a while." "I'll never forget getting ready to do the news around 2007 and I got this call," Couric said. "My assistant said that Alex Rodriguez was on the phone. He said he didn't know whether he should stay with the Yankees." Couric added, "It was sort of sweet and also a little sad that he was turning to me, somebody who really knew very little about baseball for advice, which seemed indicative of the fact that he didn't really have anyone who really had his best interests at heart. Isn't that crazy?" At the time, Rodriguez was still married to his wife, Cynthia Rodriguez Nicolas (née Scurtis), though she would file for divorce in July 2008. Rodriguez initially opted out of his contract with the Yankees after the 2007 season, but reversed course and signed a 10-year, $275 million deal with the team in December 2007, eclipsing his own previously-set record for the biggest contract in baseball history at the time. "I think everything about Alex Rodriguez is about image, in a way," Couric argued. "Image building, image repair." That was evident when Rodriguez sat down with Couric for an interview on 60 Minutes in December 2007, during which he denied ever using performance-enhancing drugs. "He was under so much pressure and the spotlight was so white-hot on him," Couric said. "I think he was still finding his sea legs. I think he's someone who is fixated on how he comes across to the world and didn't quite know how to behave." Alex Rodriguez's Ex-Wife 'Felt Sorry' for Him, Says Development Was 'Stunted' In 2009, Rodriguez admitted that he had used performance-enhancing drugs from 2001 to 2003 during his time with the Texas Rangers. "I remember he dropped off a note to my apartment that said, 'Dear Katie, I'm sorry that I didn't tell you the truth,'" Couric said. "I thought, 'Well, that was kind of nice.'" Couric added, "On the other hand, I was pissed that he lied." The second episode of Alex vs ARod premieres Thursday, November 13, at 9 p.m. ET on HBO.