Exclusive: Alex Rodriguez is one of the richest and most popular athletes in the world. He has a beautiful, loving wife, a baby daughter and movie-star good looks. But baseball's $252 million man has been keeping something inside -- until now.

With his wife, Cynthia, by his side, the Yankees superstar is rocking the baseball world, revealing to "Extra" that he has been undergoing psychotherapy. "At one point I had three different therapists," he confessed. "Now I've come down to two, and I practice it, and I use it, and I'm very proud."

It's a surprising admission by a star whose private pain has been masked by his macho image. But deep inside, Alex knew he needed help. Did he ever think maybe it was weird to turn to therapy? "At first I did," Rodriguez admitted. "Because in many ways therapy is synonymous with a bad thing,"

Rodriguez went public with his personal struggles as he donated $200,000 to the Children's Aid Society's Mental Health programs.

Alex was abandoned by his own father when he was a boy and says every kid needs someone to turn to. And Alex credits his wife, Cynthia, who has a Masterís Degree in psychology, with helping him turn his life around.

"Seeing how successful he is as a man, as a father, as a husband, all of that really hits home with me," Cynthia told us. "And it's because of therapeutic intervention that he's been able to discover this and flourish as a person."

So how has Alex changed in the nine years since Cynthia met him? "Well, when I met him he was 21, so he was young," she said. "Heís just matured incredibly and it's funny, I always have these expectations of him, and he always blows my expectations out of the water."

So where does Alex think heíd be without the therapeutic intervention?

"Oh boy, thatís a great question," he answered. "I don't know where I'd be. I think it's a different life that Iíve discovered, and I thank Cynthia for that. Because therapy is an incredible thing and you might get to know someone who you didn't even know was in there."

A-Rod is focused on his old neighborhood, Washington Heights, in New York, because of its high suicide rate among kids. Alex and Cynthia plan to make mental health wellness a lifelong philanthropic endeavor.