The 55-year-old singer opened up about the horrific incident in a guest column of the November issue of Harper's Bazaar.
"New York wasn't everything I thought it would be. It did not welcome me with open arms. The first year, I was held up at gunpoint. Raped on the roof of a building I was dragged up to with a knife in my back," Madonna said.
"And had my apartment broken into three times. I don't know why; I had nothing of value after they took my radio the first time," she revealed.
"I was defiant. Hell-bent on surviving. On making it. But it was hard and it was lonely, and I had to dare myself every day to keep going. Sometimes I would play the victim and cry in my shoe box of a bedroom with a window that faced a wall, watching the pigeons shit on my windowsill. And I wondered if it was all worth it," Madonna wrote.
"If I can't be daring in my work or the way I live my life, then I don't really see the point of being on this planet.