The legendary singer, actor and filmmaker was joined in the capital by the stars of her romantic drama - Andrea Riseborough, James D'Arcy, Katie McGrath, Richard Coyle and Laurence Fox.
W.E., which also features Abbie Cornish and Oscar Isaac, details the affair between King Edward VIII and Wallis Simpson, and a contemporary romance between a married woman and a Russian security guard.
The film first screened at the Venice Film Festival in September and is due for release in the US on December 9 and in the UK on January 12, 2012.
W.E. is Madonna's second movie as a director after 2008's Filth And Wisdom.
> Madonna's W.E. - Critics divided on "bold", "extraordinarily silly" drama
> London Film Festival 2011: Our top ten picks
View Digital Spy's W.E. picture gallery below: