The singer was in Berlin on Saturday (June 30) as part of her 'MDNA' world tour when she broke down on stage.
She was singing a slowed-down version of the classic song when she paused and appeared to be crying.
The moment, which was caught on camera by a fan, saw concert-goers cheer Madonna on as she tried to finish the song.
During her latest tour, Madonna has compared right-wing French politician Marine Le Pen to the Nazis in her opening show in Tel Aviv and made a dig at Lady GaGa by performing a mash-up of 'Born This Way' and 'Express Yourself'.
She also flashed her bum during a show in Italy and exposed one of her breasts in Istanbul.
Photo gallery - Madonna's top 10 most controversial moments:

Madonna caused controversy at the MTV Video Music Awards back in 1984 after she performed Like A Virgin in a white wedding dress before simulating sex on stage.
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