Cornish plays New Yorker Wally Winthrop in the royal drama and her Sucker Punch co-star Isaac plays Russian love interest Evgeni.
Asked what Madonna was like to work with, Isaac told DS: "She's very funny - definitely determined and quite a visionary.
"I think she's pretty incredible and has amazing taste. It was just pretty wild to be directed by this icon. I'm really excited I get to see it."
Of collaborating with Madonna, Cornish added: "She was amazing to work with. It was interesting making that film with Oscar too, because in [Sucker Punch] he has such an ominous, dark, messed-up presence.
"Then to go and make a film where he was playing a love interest - he's this Russian pianist who is very sensitive - that was a lot of fun. Madonna's amazing."
Watch our Abbie Cornish video interview below:
Watch our Oscar Isaac video interview below: