J Lo and A-Rod were sailing off the Amalfi Coast and squeezed in an intense workout ... proving yet again there's no excuse ya can't bang out a workout sesh while on vacation. A-Rod got so sweaty ... he took off his shirt and showed off his Hall of Fame-worthy bod.

One great way to cool off ... a dip in the ocean, of course. J Lo snapped a selfie before taking a leap and A-Rod followed suit, albeit with a little less flair. The couple wasn't alone -- J Lo's manager, Benny Medina, also joined them on the trip.

Seems Jennifer and Alex love their boats, and we can't blame them. They were on Miami heat owner Micky Arison's legendary Sirona III just the other day. Again ... it pays to be rich.