Appearing on the Jonathan Ross Show, Madonna said: "I'm a creature of habit; I rehearse everything, everything, everything.
"I was thrown a wrench at the beginning of the performance. I was told to tie my cape and start much further back and I had to walk further and everyone was worried my cape would slide off, so they tied it really tight around my neck.
"So here I am marching in like the queen, I got to the top of the stairs and I pulled the silky string and it wouldn't come undone.
"My two lovely Japanese dancers they basically strangled me off the stage. I had two choices, I could either be strangled or fall, and I chose to fall."
Refusing to watch footage of her accident, she added: "It was a nightmare, I like to be amazing, I rehearse and rehearse so when I do a show it is effortless and I create magic.
"I did the opposite, I actually created a horror show for everyone."
And, despite everyone laughing their heads off over the incident, Madonna has now revealed that she was left in serious pain after her fall.
She said: "I didn't hurt my butt but I hurt my head.
"I had little bit of whiplash, I smacked the back of my head. And I had a man standing over me with a flashlight until about 3am to make sure I was compos mentis."
You wouldn't have been able to guess by the way she powered through her dance moves though, would you?
Well done on getting up and carrying on, Madonna - you did it like a true pro!
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