Madonna tumbled down a set of stairs and landed awkwardly, apparently after a dancer tried to remove a cape she was wearing at the start of her routine.
But she recovered and returned to continue her song, Living For Love.
The 56-year-old issued a statement later saying she was "fine" and that her cape had been "tied too tight".
"Nothing can stop me and love really lifted me up," she wrote on Instagram, referencing the lyrics to her song. "Thanks for your good wishes!"