Madonna wants to "cocoon" her new daughter Mercy from the world.
The '4 Minutes' singer has sent her two sons - adopted David, three, and eight-year-old Rocco - to visit her ex-husband Guy Ritchie so she can bond with the adopted girl.
A family friend told Britain's The Sun newspaper: "Madonna had hoped to have all the children together for the next few days but David couldn't contain his excitement and was running round the house like a runaway horse. He kept shouting, 'I want to see my sister,' and endlessly hugging and tugging at her. In the end it was best to pack him off with Rocco to Guy's place in Wiltshire. Guy has been to meet Mercy too.
"The next few days are all about cocooning Mercy from the world and getting her used to being around her new family."
Mercy flew from the African country's capital Lilongwe to London to start a new life with the 50-year-old singer on Saturday.
Madonna met the four-year-old Malawian tot from her private jet with her children - including her 12-year-old daughter Lourdes - and movie director Guy.
However, friends say the pop star is determined not to "smother" Mercy with attention.
The source added: "Madonna has been waiting for this moment for years, but realises that she shouldn't over-stimulate Mercy by immediately smothering her with attention and things to do. After all, she has been in this before when she brought David home from Malawi so she understands how confusing it must be."
Meanwhile, Madonna - who will embark on her 'Sticky and Sweet' world tour on July 4 - is thrilled to have her new family complete.
Another source said: "Madonna sees this as a new chapter. She has all her children around her now and feels she's moved on."
The family is expected to stay in the UK for a few days before returning to Madonna's home in New York.