"Too bad people don’t know the art or of acting and playing a character," she wrote on Instagram, adding, "I could never do any of my shows high or drunk."
"We are still treated like heretics if we step out of line and think outside the box," Madonna wrote.
On March 5, Madonna dedicated a song to her 15-year-old son Rocco.
The Tears of a Clown performance was a special event for the members of her Melbourne fan club.
Madonna performs a joyful "Like a Virgin" on tour.