The Queen of Pop has been forced to reschedule some dates due to the "highly specialised production elements" of the show, a Live Nation promoter told Variety.
The 'Medellin' singer's concerts at the BAM Howard Gilman Opera House in Brooklyn, New York on September 12 and 14 September have been rescheduled to October 10 and 12, respectively.
And the show on September 15 has been axed completely, with refunds available.
The tour now kicks off on September 17.
In a statement, the 'Vogue' hitmaker admitted she had "underestimated" the time needed to put on the "most unique and magical musical experience" for her fans and confessed her alter ego Madame X is nothing but a "perfectionist".
She explained: "Madame X is a perfectionist and wants to give you the most unique, magical, and musical experience.
"She underestimated the amount of time it would take to bring this kind of intimate theatrical experience to you and wants it to be perfect!!! Thank you so much for your understanding.”
The tour is in support of Madonna's album 'Madame X', which was released in June, and is largely inspired by her time living in Lisbon, Portugal.
The 61-year-old superstar announced the theatre tour in a short sketch uploaded to YouTube, which featured herself and DJ-and-producer Diplo.
In the video - entitled 'Madonna - A Madame X Tour Announcement' - she told the 'Electricity' hitmaker: "I'm going on a theatre tour. Have you experienced the magic of a theatre? The intimacy of a theatre? I want to have an intimate experience with my fans."
Whilst Diplo thought the idea was "terrible", Madonna insisted the small shows would make for a great atmosphere.
She added: "Look at us, like me and you, together and like ... talking. We're just gonna vibe with each other. We're gonna get close."
And then speaking directly to the camera, the 'Hung Up' hitmaker closed the clip by saying: "Madame X is going on tour. A theatre tour."
All ticket information can be found by visiting Madonna.com