The "Madame X" singer shares details of her intimate tour, insults Jimmy several times, gets her feelings hurt, proposes, dances and recalls getting starstruck by Obama.
In just ten short minutes, Madonna took "The Tonight Show" audience on a wild ride through her mind, with Jimmy Fallon doing everything he could to keep up with her.
In fact, he was behind her from the very beginning as they chatted after competing in a totally bizarre and unique -- so Madge-approved -- neon dance battle. They each wore glow-in-the-dark suits and gave it their all, with Madonna proving why she's been the queen of the dance floor for four decades.
"You crushed me in the dance battle," Jimmy conceded when he finally made it to his desk.
"I did, I'm sorry," Madonna said "I wish we had more time, though. I feel like we were starting to get into a flow." But while she was getting into a flow, Jimmy sounded like he was already out of breath.
A bit later, she got an even better dig in when they were talking about who had the better dance moves out there. In one of the most brilliantly subtle digs ever, she told him, "Your physical comedy is unparalleled."
"That's what you call my dancing?" Jimmy asked.
"Yes. A good comedian needs to be able to dance," she said before looking directly at him. "You do need another hairstylist, but that's another story."
She was on fire!
That said, she was clearly impressed with Jimmy, though, as they shared with the audience a dance move they practiced but never made it to air. It involved Jimmy laying on his back with his arms stretched above him and Madonna sitting on his hands.
After telling the audience she was impressed by his strength, Jimmy said he thought "it was too much for TV." Surprisingly absolutely no one, Madonna countered, "I disagree."
At another point in the conversation, after she'd made a joke and not gotten a rimshot from Questlove of The Roots, she turned to him and asked point-blank on television, "Are you mad at me?"
What followed was an awkward exchange that certainly felt like Quest was as taken off guard as Jimmy tried to follow her train of thought from one moment to the next.
"When we were dancing earlier, you looked like you were mad," she told him. "I was thinking maybe you didn't like my dance moves or something. Madame X is very sensitive."
Later in the interview, Jimmy said he saw a different side of Madonna when she previously was on his show with then-President Obama. When Jimmy introduced them at the time, she told the president, "You're the only reason I'm doing this show."
"I was right there!" Jimmy shouted.
"It's true," Madonna conceded. "I'm sorry, but the truth hurts."
This time, she assured him, she was here just for him. In fact, she announced that she and Jimmy were going to get married, thus the veil she was wearing.
When Jimmy pointed out that she was married to Latin singer Maluma -- per her "Medellin" video -- the iconic singer said simply, "We agreed to have an open relationship and I think we can do the same." "I gotta talk to my wife and I think we can figure this out," Jimmy agreed.
Madonna was there celebrating her latest number one album, "Madame X," which topped the chart in 60 countries. And to celebrate, she explained why she's doing something very different for her tour in support of the album.
No stadiums, no sold-out arenas because she's already done that. "I'm going to only play small theaters," she told Jimmy. "I'm going to stay in one city for a long time and I'm going to get to know people, I'm going to look into their eyes, I'm going to sit on people's laps. I might even tell a few jokes."
Hopefully, her drummer is more ready with the rimshot so they don't have to endure Madonna's withering disapproval as Questlove did.
The tour kicks off with 17 shows at Howard Gilman Opera House in New York, which Jimmy pointed are already sold out, and it continues like that as if she is setting up limited residencies in each of the cities she visits. The whole thing kicks off September 12.
You can check out the second half of Madonna's interview with Jimmy Fallon, including a cha cha lesson for him and his audience, in the video below: