Alex Rodriguez and Cameron Diaz are busy buying up art for the Yankee slugger’s under-construction Miami mansion. But the pair didn’t completely fit in when they awkwardly mingled at New York’s coolest art galleries Thursday night.

“What the [bleep] are they doing here?” said an art star when he saw the famous pair wandering around one downtown gallery.

Heads then turned when the lovebirds showed at Maccarone, where famed photographer Terry Richardson snapped away and porn star Stoya circulated. The gallery was hosting a party for rakish Brit editor and stylist Andrew Richardson‘s eponymous sex magazine, and A-Rod and Diaz scoped out edgy works by Nate Lowman, Harmony Korine and Adam McEwen.

“They just walked in,” said one gobsmacked observer. “But they didn’t talk to anyone.” The couple also hit a packed show at Salon 94 Freemans to view John and Tock Costacos‘ collection of old-school sports posters of Karl Malone, Patrick Ewing, Lawrence Taylor and others.

“They came no further than about six feet inside when a boy approached and asked A-Rod for his autograph,” said a source. “They turned on their heels and beat a retreat.” But the twosome returned an hour later and were taken through by gallerist Jeanne Greenberg Rohatyn and curators Adam Shopkorn and Fabienne Stephan.

Another source claimed A-Rod signed “35 to 40 autographs, and might have missed people in the crowd.” Meanwhile, Ultimate Fighting Championship kingpin Dana White whipped out a black AmEx card and bought the whole collection of 40 works.

A-Rod has been busy keeping a close eye on construction of his Miami mansion, which sources said will feature an air-conditioned “man cave” or “chill-out area.” A rep for the Yankee star said, “He is very interested in building up his art collection.”