G Fiume, Jason Merritt/Getty Images

The same day that Khloe Kardashian filed for divorce against estranged husband Lamar Odom, reports circulated that she was already involved with another man.

Romance rumors were fueled after Kardashian was photographed last Friday behind the wheel of her Range Rover as she followed closely behind Kemp, a major Los Angeles Dodgers player, driving his black Jaguar. The pair was later seen entering the same private Beverly Hills gym through separate entrances.

Khloe Kardashian Files for Divorce From Lamar Odom

The rumors were also spurred by Kemp's Instagram post of Kris Jenner's Christmas tree last Thursday. "Best time of the year!! It's gonna b a Cali Christmas this year," the 29-year-old baseball star wrote.

But a source close to Kardashian told ABC News that reports of the pair being more than just friends were "absolutely not true."

Besides being friends, Kardashian and Kemp appear to share a love of music. According to People, they attended a Drake concert together on Nov. 25, a John Legend concert on Dec. 1 and a Jay Z concert on Dec. 9.

Khloe Kardashian and Lamar Odom: 5 Signs Divorce Was Coming

Kardashian, 29, filed for divorce from Odom, the former NBA player, Friday, citing "irreconcilable differences." Aside from attending a Kanye West concert in late October, the couple hasn't been seen together in public for months.

But it appears the reality star is not yet ready to move on completely. She's still following Odom on Twitter.