The "Girl Gone Wild" hitmaker fired fake shots in her opening number "Gang Bang" on October 18 concert, which did not go down well with the locals, reported Daily Mail.
"We're dancing and all of a sudden people started realizing what the song was. We all just stood there. Everybody who was around me all had shock on their face," said a concert goer.
Madonna's publicist Liz Rosenberg later defended the use of prop weapons, saying removing guns from "Gang Bang" would be "like taking out the third act of 'Hamlet'.
"Madonna does not make things pretty and tie them up with a bow," she said.
The 54-year-old singer has used prop guns throughout her MDNA tour, which kicked off in late May.
"My show...Is a journey. The journey of a soul from darkness to light. It is part cinematic musical theatre. Part spectacle and sometimes intimate performance art. It's true there is a lot of violence in the beginning of the show and sometimes the use of fake guns - but they are used as metaphors," she had said.
The Material Girl will continue her new tour until December this year.