Alex Rodriguez 'Prays' He Gets In Hall of Fame Despite PED Scandals

Alex Rodriguez says he's still holding on to his Hall of Fame dream -- even though he knows his PED scandals cut against him -- explaining, "I want to get in, I hope I get in, I pray I get in."

The ex-MLB superstar opened up to Cigar Aficionado (he LOVES cigars) -- and talked about everything from his shot at Cooperstown to Jennifer Lopez and Derek Jeter.

On the Hall of Fame ... A-Rod says:

"There’s rules, and you have to follow the rules. I made those mistakes, and at the end of the day I have to live by those mistakes."

"Whether I get in or not -- and let’s be clear, I want to get in, I hope I get in, I pray I get in -- if I don’t, I think I have a bigger opportunity yet again."

"And the platform of my mistakes, the good the bad and the ugly, has allowed me to have a loud voice to the next generation, to say when in doubt, just look at my career. The other message is, maybe I’m not a Hall of Fame player, but I get a chance to be a Hall of Fame dad, a Hall of Fame friend."

Those "mistakes" he's referring to ... the TWO incidents involving performance-enhancing drugs.

In 2009, he admitted to using PEDs from 2001 to 2003 while playing for the Texas Rangers. And then in 2013, he was busted for PEDs and was suspended for the entire 2014 season.

Despite the scandals, A-Rod is 4th on the MLB All-Time Home Run list, more than 3,000 hits, 14-time All-Star and a 3-time AL MVP. He has some of the greatest stats of all time.

There's more in the C.A. interview (on newsstands Sept. 25) ... including his friendship with Derek Jeter.

"Derek and I are friends. I’ve known Derek since we were 15 years old," A-Rod said.

"Like all relationships, there’s ups, there’s downs, there’s ups, but where it sits today is where it’s always sat -- with respect."

"I have a lot of love and admiration for Derek, and he’s a 5-time world champion and what I remember most about our relationship is he’s one of the greatest competitors, consummate professionals I’ve ever been around."

Alex also spoke about his relationship with girlfriend Jennifer Lopez ...

"Jennifer, when you talk about power, and you talk about beautiful, both inside and outside. The way she mothers her twins, the way she’s with my daughters. There’s just so much admiration. And what I love about Jennifer is how genuine, how real, and how much she does for others, and how much she inspires others, men and women."

And finally, how would Alex Rodriguez like to be remembered?