The singer, 53, was performing her 1995 hit, 'Human Nature' when her dance routine turned into a striptease.
As her fans cheered, Madonna started taking off her shirt and undoing her pants.
The dance ended with Madonna pulling down her bra to briefly expose her right breast, the Hollywood Reporter said.
Madonna has been making headlines on her controversial MDNA world tour but the latest striptease act has been her most outrageous onstage stunt so far.
Last week, Madonna courted controversy by placing a swastika on a picture of French National Front leader Marine Le Pen during a show in Tel Aviv.
Le Pen has threatened to sue the singer if she tries to pull a similar stunt during her performance in France in July.