While his ex-girlfriend Madonna has been facing accusations of an "affair of the heart" with Yankees slugger Alex Rodriguez, Carlos Leon tells PEOPLE that things are drama-free with their daughter, Lourdes.

"She's at that point where she can call me and say, 'Hey Dad, what's up? What time are you going to get me?' " he says of his 11-year-old. "It's really cool. We talk every day." (For the record, he says of Madonna's alleged affair: "Trust me, that's a lie. I know for a fact, she wouldn't do that.")

Their daily chats, however, do not include doses of daddy discipline. "It's hard for me to be the tough guy with my daughter," says Leon, an actor and personal trainer who recently designed the fitness center in the Crescent Club condo in Long Island City through his company, Leon Fitness. "Maybe I should work on the discipline stuff, but I could leave her mother to do that!"

Still, he says, despite her well-known parents, Lourdes ("Lola," as he calls her) remains a grounded kid. "Look at me and the way I live: I ride my bicycle, I walk, I don't have a driver," says Leon. "That's how I keep her grounded. Her mom does a good job too - she's not that person that everyone thinks. She's very laidback and cool."

And Lourdes shares Dad's taste in music, too, Leon says - taking out his iPhone to show off some music she's downloaded. "Alicia Keys, Audioslave, Beck. I like everything she listens to!"