admits she used to "loiter like some weirdo" in front of the building where Wallis Simpson - the subject of her debut film 'W.E' - used to live.
The 'Music' singer has made the movie about the American mistress of King George VI - whom he gave up the throne to marry in 1936 - and admits the building where she used live in London holds a certain fascination for her.
She told Sunday Times Culture magazine: "I filmed right around the corner and I did often go in front of her building and just stand around and loiter, like some weirdo, hoping to pick up something left in the air, some kind of magic left behind.
"I tried to imagine the king driving up every day for cocktails. And it turned out my daughter's best friend lives in that building, so I was able to go inside."
Madonna married British director Guy Ritchie
and moved to England in 2000, and also told how she feels she can "relate" to Wallis' situation.
She added: "I could relate to her feeling an outsider. I think Id' moved here and got married and had to start my life all over again. I felt like I didn't know anybody, and had no circle of friends, so there must have been an unconscious connection there."
Madonna has, however, also pledged that wherever she lives, she has always been determined to do well in her career and has made sacrifices for it.
She said: "If you want to do anything right, you have to put your heart and soul into it. There are always challenges, and you have to be prepared to go to the wall and be on your knees to get something done correctly, so if you don't love something then it's just going to feel like a form of torture with no reward."