The 61-year-old singer finally opened her 'Madame X' tour in the UK on Wednesday (29.01.20) after cancelling the first concert earlier in the week due to injury and told the audience at the Palladium that she was thrilled to have "made it" on stage.
She said: "I'm happy to have made it. How could I not do a show in London."
Despite her high-energy performance, incorporating high kicks, the splits, and yoga poses, the 'Vogue' hitmaker also admitted things were "not good in the knee and the hips" and asked for a chair to be brought on stage at one point.
She quipped: "Normally, I kneel for about 20 minutes here. I've been told I'm very good at it."
The set combined greatest hits and newer material, as well as multiple costume changes but Madonna banned the audience from using their phones throughout her performance as she wanted to offer an "intimate and thrilling" experience.
However, she admitted midway through the show the band made her feel uneasy.
She joked: "I'm having little panic attacks. I'm like, 'Why is no-one taking my picture?'"
The American star adopted a British accent at one point and admitted she never realised how much her voice had changed when she lived in the UK while married to Guy Ritchie and couldn't understand why she was being mocked - until she heard old interviews and felt "horrified and flabbergasted".
She said: "I didn't know what anyone was talking about until I heard old interviews of myself.
"And then I was horrified and flabbergasted. Why did you let me do that to myself?
"It's all Guy Ritchie's fault. He made me to it."
The US leg of the show saw fans furious when they were kept waiting for the singer to come on stage hours after the advertised start time, but Madonna promised it would be different in the UK as an "iron curtain" would fall if she stayed on stage later than 11pm.
She admitted: "I've been warned by Westminster council."