The 57-year-old singer is currently embroiled in a custody battle with her former husband Guy Ritchie, 47, over their 15-year-old son and she told fans during the gig that "there's no love stronger than a mother for her son" before bursting into tears, reported TMZ.
Madonna then dedicated "La Vie en Rose" to Rocco, who is currently living in London with his father.
Her dedication comes not long after it was claimed that Madonna and the filmmaker are "close to a custody deal".