The 55-year-old stood front row at Madonna's Rebel Heart performance next to Amy Schumer, who has acted as a warm-up act during the tour. He could be seen gazing up and smiling at the Vogue singer while she performed her energetic set.
Sean's attendance at the show comes less than a month after her took his daughter Dylan Penn to Madonna's Madison Square Garden show, and later wrote the singer a letter of praise to tell her how much he had enjoyed himself.
Speaking during a performance in Brooklyn in September, Madonna took the opportunity to reflect on her ex, telling the crowd: 'I did a show at Madison Square Garden the other night if you heard about it. And my ex-husband was there! Could you imagine? He had been at my show 30 years earlier when I was at Madison Square Garden, and he was very upset with me for wearing a costume that was too revealing. That's not a lie!'
She continued: 'Anyway after the show he wrote me a letter and said he finally appreciates my art. And that is what I have to say about marriage, OK? Thirty... years later.'