The 51-year-old popstar made the admission on David Letterman's US chatshow, People reports.
"I think I'd rather get run over by a train," she said when asked if she would consider walking down the aisle again.
It was the 'Celebration' singer's eighth appearance on the show and her first since her divorce from Guy Ritchie.
She referred to her eight-year marriage to the RocknRolla filmmaker as "the Bush years", adding: "It was a good time to be out of America."
In 2005, Madonna rode a horse down 53rd Street in Manhattan during an appearance on the show, the first time she had gotten back into the saddle following her accident earlier that year.