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'Taking it really slow': Khloe Kardashian covers up in a hoodie for gym trip as 'romance with Matt Kemp gets cooking'

PUBLISHED: 18:02 EST, 17 December 2013 | UPDATED: 06:21 EST, 18 December 2013

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Khloe Kardashian didn't look like she was in the mood to talk on Tuesday.

As she exited an LA gym, The Keeping Up With The Kardashians star wore oversized sunglasses and her hoodie up, hiding half her face.

It's easy to understand why she wants to fly under the radar. Just four days after she filed for divorce from Lamar Odom, TMZ has reported a romance with baseball star Matt Kemp is indeed 'cooking' even though the 29-year-old's friends have insisted they're just friends.

Hiding: Khloe Kardashian tried to go incognito on Tuesday as she exited the gym just as TMZ reported her romance with Matt Kemp is 'cooking'

Camouflage: The Keeping Up With The Kardashians star keeps her head down just four days after filing for divorce from Lamar Odom

'Khloe and Matt are in the early, early stages of a relationship and they're taking it really slow,' a source told the site.

'There's definitely something cooking between them.'

But the Dodger is not talking. While out on Monday, he was asked about his love life. He said he was only focusing on baseball. But then when he was questioned specifically about Khloe, 'He said even less,' reported TMZ.

Walking tall: The beauty has not yet spoken of her split from the NBA star as she's saving that all for season nine of her reality show, which debuts in January

Rumors of a Khloe/Matt romance heated up on Friday, the very day she filed for divorce from her NBA star husband, when she was seen following the slugger's black Bentley after a workout session.

According to RadarOnline, the reality star's romance with Matt has reportedly been in swing for some time.

On December 1, Khloé and the Oklahoma-bred athlete both attended the John Legend show at LA's Nokia Theatre.

'Best time of the year': Matt fueled romance talk when he posted this picture of the Kardashian family Christmas tree at Kris Jenner's home on his Instagram page

And then on Monday, they were together at Jay Z's concert in LA, which Lamar also attended separately and he didn't speak to his estranged wife.

Khloé was pictured in an all-black ensemble strolling into the venue in snakeskin high heels and with her head down.

On Thursday, Kemp added fodder to the fire when he posted a snapshot of the Kardashian family Christmas tree standing in Kris Jenner's Calabasas home, 'Best time of the year!! It’s gonna b a Cali Christmas this year,' he wrote in the caption.

New romance: Khloé is said to be getting close to baseball star Matt Kemp; the two were pictured strolling to the Jay Z concert on Monday separately

New romance: Khloé is said to be getting close to Matt; the two were pictured strolling to the Jay Z concert on Monday separately

The responses from his friends and followers came rushing back.

'I'm so happy for you both, wishing you the best,' one pal wrote.

Another chimed in, less favorably: 'Kardahians will do anything for more fame and relevancy. The fact they caught you in their web, I hope you enjoy the rest of your career. '

'Not the kardashians!!!!!!!' echoed a third fan.

Work out: Khloe has been hitting the gym hard in the past few months and undertook some exercise on Friday after filing for divorce from Lamar Odom

Secret work out session: After leaving the gym on Friday, Khloe followed Matt in her white Range Rover

HollywoodLife.com reported that Khloé already seems smitten with Matt, who dated Rihanna in 2010.

'Khloé and Matt are dating, but it’s not serious yet,' a source told the site.

'But Khloé’s already acting like she’s in love... Khloé’s like that; she loves hard, but she moves on quick.'

Playing the field: Matt, pictured in 2009, currently plays outfielder for the Los Angeles Dodgers

Playing the field: The athlete, pictured in 2009, currently is an outfielder for the Los Angeles Dodgers

Former love: Matt dated Rihanna in 2010, when they were pictured at a Clippers basketball game in Los Angeles

Former love: News broke he was dating Rihanna in 2010 when he took her to a Clippers basketball game in Los Angeles

Matt Kemp & Khloe Kardashian -- Tight Lipped and 'Taking it Slow' on the Dating Front

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Linda The Cat, Wood Green, United Kingdom, 11 minutes ago

The Kardashian girls certainly seem to have a 'type', don't they?

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Unknown, London, United Kingdom, 38 minutes ago

He went from rihanna to a kardashian.

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Monique_247, Selangor, Malaysia, 1 hour ago

WTH?!?!!? Does she have a 'thing' for sports dudes or something??

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Nity x, Wirral, United Kingdom, 1 hour ago

You go girl he look like a total upgrade on the low-life that is Lamar.

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CC, London, United Kingdom, 2 hours ago

I hope Matt stays far away from this vile family, he seems like a nice guy and his career while get ruined , its happened to every man they have dated.

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CC, London, United Kingdom, 2 hours ago

I hope Matt stays far away from this vile family, he seems like a nice guy and his career while get ruined , its happened to every man they have dated.