The 53-year-old American has been married to US actor and director Sean Penn and British film maker Guy Ritchie — and has spent much of the last few years behind the camera rather than on the stage.
WE, her second feature film, appears at the Venice film festival outside the main competition, but the presence of one of the world’s biggest celebrities inevitably dominated the attention of the world’s press.
The film tells the story of American divorcee Wallis Simpson, whose affair with Britain’s King Edward VIII led him to abdicate the throne.
It does so through the eyes of another American, Wally Winthrop, played by Abbie Cornish, who lives in New York in the 1990s and becomes obsessed with the life of a woman with whom she bears an uncanny resemblance.
“I am and was attracted to very creative people which is why I married Sean Penn and Guy Ritchie, two very talented directors,” Madonna told reporters after a press screening of WE.
“They both encouraged me as a director and as a creative person to do what I did, and they were both very supportive,” added the singer.
There was applause for the movie after the first screening and one early review, in the Daily Telegraph, gave WE three stars.
“Her version of their (the Windsors’) lives is a fantasia that will not trouble historians,” wrote David Gritten.
“Yet oddly, that’s a relief after so many stale, plodding TV documentaries about this unlovely couple.”
Madonna said she saw parallels between herself and Simpson, a woman who was vilified by many for her role in a constitutional crisis but who is sympathetically portrayed in WE by Andrea Riseborough.
Earlier, rounds of applause and riotous laughter met Roman Polanski’s grotesque comedy of manners Carnage at the press screening ahead of the world premiere in the evening.
The screen adaptation of playwright Yasmina Reza’s acclaimed Broadway play The God of Carnage, Polanski’s film tells the tale of two sets of parents who meet up to talk after their children get into a fight at school.
Electric comic timing and star performances from an A-list cast of Kate Winslet, Jodie Foster, John C Reilly and Christopher Waltz drive the film, shot in real time as the adults try to settle the dispute with unpredictable twists.
Though Carnage is set in Brooklyn, it was shot in Paris as the French-Polish director is unable to travel freely because he is wanted in the US following a conviction there for unlawful sexual intercourse with a 13-year-old girl in 1977.
WE and Carnage are in the running for the Golden Lion award at Venice this year against a host of other films, including Wei Te-Sheng’s Seediq Bale, a fierce Taiwanese epic featuring warring tribes.