The Material Girl had her doubts about making her directorial debut with the story of American divorcee Wallis Simpson and British monarch King Edward VIII, who gave up the throne for their romance.
The pop queen struggled to secure the book rights for the project and almost gave up on her dream.
She tells U.K. talk show host Graham Norton, "I had gone through lots of trials and tribulations to (obtain) the rights to a book about her and couldn't get that.
"I thought, 'What am I doing here, writing a story about somebody... Are the royal family going to hate my guts for telling this story?'"
But the frustrated star decided to go forward with the film after a seeing Simpson's maiden name on a vehicle parked outside her home.
She recalls, "The doorbell rang and I answered it in my pyjamas, as I do. There was nobody there but there was a removal van and it said Montague Removal. That was her maiden name and I thought, 'Right, that's a sign.'"