The 56-year-old singer admits she found it very difficult when Lourdes Leon, 18, moved out of their New York City home to attend the University of Michigan last year.
The 'Living For Love' hitmaker said: 'It's hard letting them go out into the world but when she left home to go to college I was a mess. It was really hard letting her go.'
The star, who also has son Rocco, 14, and adopted children David and Mercy, both nine, is glad that the teenager is attending her alma-mater, but still misses her.
She told Australia's 'Today Show': 'I've come to terms with it, but yes I miss her and she's a part of me, it was like losing my arm.'
Lourdes, whose father is personal trainer Carlos Leon, is pursuing a bachelor's degree of fine arts in drama and theatre, and is taking classes in a range of art forms and creative practices, from animation to traditional acting skills.
Her famous mother attended the same university in the 1970s, but dropped out before receiving her degree to pursue a career in music.