The 'Give Me All Your Luvin'' star's directorial offering W.E. is based on the true tale of British King Edward VII's decision to abdicate the thrown in order to marry the divorced American Wallis Simpson.
Discussing W.E. with The AP, Madonna said that she wanted the film to reveal the real-life complexities of King Edward and Simpson's relationship.
"I think a lot of women have that fantasy of about what's going to happen to them when they meet Mr Right, Mr Perfect, Mr Complete Me, and then you realise that that doesn't actually exist," Madonna explained.
"Love exists; I'm still a romantic, but it's not that fairy tale that we're all led to believe... where the prince comes and kisses you."
Madonna added that she was determined to distinguish W.E. from the romantic fairy tales she heard as a child where the damsel was always rescued by a handsome prince.
"I'd get to the end of the story and go, `Hey wait a second. Nobody asked her what she wanted'. I suddenly started seeing how misleading all of these fairy tales were," she recalled.
"I think ultimately we have to save ourselves. You're going to be seriously setting yourself up for failure and disappointment if you think that one person is going to save you."
W.E. is now playing in US and UK cinemas.
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Watch a W.E. trailer below: