The New York Yankees slugger also said he isn't sure he's worth his record contract and described being "white like a ghost" when news of his opting out of his deal with the team broke during Game 4 of the World Series.
Rodriguez's interview was aired just three days after George Mitchell's report on performance-enhancing drugs in baseball was released. Jose Canseco, the former Oakland Athletics slugger who was one of the first to admit using steroids, said he couldn't believe Rodriguez wasn't included in the former Senate majority leader's findings.
Rodriguez answered "No" when asked whether he has ever used steroids, human growth hormone or any other performance-enhancing substance.
"I've never felt overmatched on the baseball field," he said.
Rodriguez, 32, won his third American League Most Valuable Player award last month and finalized a 10-year, $275 million contract with the Yankees last week. He said the way the opting out was handled was a nightmare, and he understood why baseball fans and officials were upset with how it was handled.
• Mitchell Report // Former Red Sox reliever Brendan Donnelly denied claims in the Mitchell Report that he used performance-enhancing drugs. In the report, former Mets clubhouse attendant Kirk Radomski said Donnelly called him in 2004 looking for Anavar, an anabolic steroid. The report said Radomski made one sale to Donnelly of Deca-Durabolin for which Donnelly paid $250-$300. In a statement published by ESPN.com and the Boston Herald, Donnelly admits calling Radomski to discuss Anavar in 2004, when the pitcher was injured. "Upon learning that Anavar was classified as a steroid, I realized that was not an option," said Donnelly, who told ESPN.com that he was "sick to my stomach" about being included in the report. Donnelly is recovering from tendon replacement surgery and is expected to miss most of next season.
• Athletics // Right-hander Chad Gaudin will have surgery tomorrow to repair a torn labrum in his left hip. He also will have a bone removed from his right foot. Gaudin's estimated recovery time is eight to 12 weeks. Gaudin, 24, was 11-13 and 4.42 ERA in 34 starts last season.
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