The Material Girl switched careers to make her directorial debut on a feature film for the period piece, which is based on the romance between British monarch King Edward VIII and American divorcee Wallis Simpson, whose relationship forced the royal to abdicate the throne in 1936.
The film was mainly shot in England, but the country's unpredictable weather kept the cast and crew waiting around for the perfect conditions.
However, Madonna refused to let the situation get her team down, and boosted morale by starting mass sing-song sessions.
She says, "We did have singalongs on set as a way to pass the time. When it's pouring down with rain and you're shooting outside and you're stuck in some grey, dirty shack waiting for the sun to come out what can you do but make up a song - 'We're making a movie, isn't it groovy, welcome to my house...' that was one of them."