Dion, in an interview with SI on Tuesday, said he was against the use of performance-enhancing drugs.
Speaking before the New York Yankees played at Baltimore on Friday night, Rodriguez acknowledged knowing Dion.
"He's a Christian man, a good man. A great man, actually," Rodriguez said. "I'm very friendly with Joseph. But I don't really see him that often. I've probably seen him this winter, four or five times in passing. In passing, [we talked] maybe three or four times a winter."
Rodriguez has repeatedly denied using performance-enhancing drugs, and Canseco has said he has no knowledge of drug use by A-Rod. Rodriguez said he didn't speak with Dion about steroids.
"I had no idea he knew the other guy," Rodriguez said, referring to Canseco. "We both know what the truth is. Again, I have absolutely zero to say about this matter."
Rodriguez met Dion while A-Rod was playing for the Seattle Mariners, his team from 1994 to 2000. He said Dion tried to get him into better shape -- through running.
"We started running six, seven, eight miles a day. We just kept running, running and running," Rodriguez said. "All of a sudden, I got to spring training and I just couldn't run. I'd do my sprint and I was in jog mode. The first time [Seattle manager] Lou Piniella gives me the green light to steal a base, I took off, but my [butt] never took over. I said, 'What are we doing?' and I never went back to jogging."
Canseco had identified the person in his book as "Max."
"That's gotta be me," Dion was quoted as saying by SI.
That account was confirmed Friday by Gregory Emerson, Canseco's new lawyer.
"Jose can confirm that that's the name of the individual he was referring to in the book 'Vindicated' when he used the name Max," Emerson said. "However, Jose has not spoken with him to confirm that the person he knows as Dion actually spoke with these reporters. The information that appears in that article would suggest to Jose that that probably is in fact the Joseph Dion that he referred to."
Dion told SI he trained Rodriguez for four years when A-Rod was with Seattle. Dion denied Canseco's account in "Vindicated" that "Max" was a "fan of steroids."
"That's really, really funny because I am the one person that hates steroids," Dion was quoted as saying. "I'm against it 100 percent. And, A-Rod, at the time that I trained him -- and this I swear to God -- was 100 percent against steroids. He was one of the hardest working guys, and most natural guy, that I've met in my life. He hated steroids. We talked about it."
Dion said he would speak with federal investigators if they wanted to interview him, SI reported. Canseco is scheduled to meet Tuesday with federal agents probing whether Roger Clemens lied during testimony to Congress when he denied using performance-enhancing drugs and refuted claims by Brian McNamee, his former trainer.
"Jose stands 100 percent behind what he wrote in the book. He's not going to retreat from that at all," Emerson said. "I think that the timing of the disclosure is somewhat suspicious, although it could be very legitimate, just coincidental that the disclosure is made on Friday, four days before Jose meets with federal investigators. It almost seems like an attempt to discredit him."
Canseco now says he doesn't think Clemens used performance enhancers.
Despite writing two books about steroid and HGH use and testifying about it before a congressional committee, Canseco has until now never been questioned by federal agents about performance-enhancing drugs, The New York Times reported.
Canseco is not believed to be a target in the Clemens probe and may choose not to answer certain questions when he is interviewed on Tuesday. That could change if a grand jury is convened in the Clemens case, in which case Canseco could be subpoenaed and compelled to testify under oath and answer all questions under the threat of criminal prosecution.
The New York Times contributed to this report.