The 56-year-old "Rebel Heart" star, who first revealed about the incident in 2013, recalled her nightmare once again on Howard Stern Show.
The singer said her first year in New York was difficult and she paid a price for being naive, reported E! Online.
"I was going to a dance class and the door was locked and I needed money for the payphone," she explained.
"(A man) gave it to me... He was a very friendly guy. I trusted everybody." The unnamed person persuaded Madonna to make her phone call across the street where he lived.
When asked if she ever went to the police and filed charges, Madonna explained that the process was too overwhelming.
"You've already been violated. It's just not worth it. It's too much humiliation," she said.