The singer, who was performing on Wednesday 5 February as part of her Madame X residency, posted a video of the incident on her social media along with a message titled: “Artists are here to disturb the peace.”
The video shows the curtain sweeping across the stage as the lights are switched on and the sound cuts out.
Madonna can be heard saying: “F*** you, motherf***ers.”
She then returns to the stage with her backing dancers and proceeds to perform her final track, “I Rise”, as an a capella version with the house lights still on and her mic off.
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“It was five minutes past our 11:00 curfew,” she wrote. “We had one more song to do and The Palladium decided to censor us by pulling down the metal fire curtain that weighs nine tons.
“Fortunately they stopped it halfway and no one was hurt... Many thanks to the entire audience who did not move and never left us.”
Fans who were at the gig tweeted to claim the Palladium staff turned the lights off and shut off the sound. Madonna was reportedly heard arguing with venue staff before returning to the stage.
In a statement, the theatre contradicted Madonna’s claim and said: “At no point during last night’s performance did staff at the London Palladium pull down, or attempt to pull down, the Iron Fire Curtain.”
Venues can be faced with penalties for shows that run over.
Madonna’s Madame X tour has been met with a number of setbacks due to an unspecified injury that she says causes her “overwhelming pain”.
Her first night at the Palladium received four stars from The Independent, with critic Kate Hutchinson calling the concert an “eyeball-twisting audiovisual assault”.
The Madame X reisdency is scheduled to continue in London until mid-February before moving to Le Grand Rex in Paris until mid-March.
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