Bowie died on January 10 after a 18-month secret battle with cancer. He was 69.
Kidman mourned the late icon while shooting her upcoming HBO series Big Little Lies with Reese Witherspoon, reported Us magazine.
"He was my first concert. Can you believe it?" she said.
"It was a huge thing. We were shooting a yoga class and I was lying on the floor and in the middle of the takes and they were playing 'Ziggy Stardust' and I was crying. I loved David Bowie."
Bowie is survived by two children, Duncan Jones and Alexandria "Lexi" Zahra Jones, as well as his wife Iman, whom he had been married to since April 24, 1992.