Canseco on Sunday said Rodriguez was cheating on Lopez with his ex-wife Jessica.
Jose and Jessica Canseco married in 1996 and divorced in 1999.
Following his initial tweet alleging Rodriguez of cheating on Lopez, the six-time All-Star also issued a challenge to A-Rod.
Canseco's final season in MLB was in 2001. He tried his hand at mixed martial arts in 2009, losing to Hong Man Choi via first-round submission.