'Thirty f***ing years later!' Madonna says ex-husband Sean Penn told her he 'finally appreciates' her art after watching Rebel Heart Tour

Published: 19:42 EST, 21 September 2015 | Updated: 20:49 EST, 21 September 2015

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To say they've had a volatile relationship would be an understatement.

But it seems that Madonna was able to see the funny side of her rocky first marriage to Sean Penn, as she told the audience of her Rebel Heart Tour in Brooklyn on Saturday night.

The Queen of Pop, 57, took a break from high-energy dance numbers to share a moment of reflection about her ex.

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Marriage guidance: It seems that Madonna was able to see the funny side of her rocky first marriage to Sean Penn, as she told the audience to her Rebel Heart Tour in Brooklyn on Saturday night

Sitting astride a stool, clutching a ukulele, she mused over the 54-year-old actor coming to see her show at Madison Square Gardens on Thursday night.

The candid chat was captured by Madonna TV, as she explained it was the second time he has watched her show there - and the previous time was during their marriage and caused an argument.

'I did a show at Madison Square Garden the other night if you heard about it. And my ex-husband was there! Could you imagine?' she said incredulously, to the crowd at the Barclays Center.

Candid: Sitting astride a stool, clutching a ukulele, the Queen of Pop, 57, mused over the 54-year-old actor coming to see her show at Madison Square Gardens on Thursday night

'He had been at my show 30 years earlier when I was at Madison Square Garden, and he was very upset with me for wearing a costume that was too revealing. That's not a lie!' she added, which prompted laughs from the audience.

'Anyway, after the show he wrote me a letter and said he finally appreciates my art, ' the star confessed with a coy smile.

To rousing applause, the twice-divorced star concluded: 'And that is what I have to say about marriage, OK? Thirty f**king years later.'

Sean was spotted looking relaxed and adoringly at his ex-wife last week as he sat front centre stage as Madge performed True Blue on her second night at the iconic NYC venue.

Water under the bridge: Madonna's ex-husband Sean Penn was spotted at her Thursday night show at Madison Square Gardens and she says he wrote her a letter afterwards saying her finally appreciated her artistry

They first met on a movie lot in 1985 where Madonna was filming her Material Girl video, she was just about to become a global superstar; he was minor Hollywood royalty, a Bratpack actor who promised to become something more.

They were married that August, and Madonna has said previously that the fireworks between them were unlike anything she's ever experienced, before or since.

However, the famously toxic relationship was also fraught with Sean's criticism, mood swings, and violence and they divorced in 1989 after four years of marriage.

She said that Penn all but destroyed her with his drinking, moods and taste for pornography.

Toxic: The relationship was also fraught with Sean's criticism, mood swings, and violence and they divorced in 1989 after four years of marriage - pictured in 1987 at Madison Square Gardens in NYC

And then there was his constant criticism and violence - once, he allegedly tied her to a chair and beat her, while another time, he is said to have hit her with a baseball bat.

However, several times he promised to go to rehab or therapy, or to father a child with her, and she took him back.

All these years later, the couple seem to have evolved into the best of frenemies.

Sean was reportedly dumped by younger fiancee Charlize Theron, 40, after spending time together in Europe in May.