The Glasgow leg of her Rebel Heart tour is said to have started late at the SSE Hydro and ran over the planned time.
Madonna left the stage at the end of the concert but returned for an encore of Holiday and videos posted on social media showed the pop star leading the crowd in a sing-along as the power had been cut and floor lights turned up.
Posting on Instagram, the Queen of Pop wrote: 'We don’t stop till its over Glasgow! Don’t try to silence the Queen.
The Hydro said it was Madonna’s own production team who had disconnected the power.
A spokeswoman for the venue said: 'Madonna finished her agreed set and then chose to come on for another song. By that stage, all the power and control equipment had already been disconnected by her own production engineers. I would stress that this was not a venue decision.'
The Glasgow gig was the last of 25 sold-out shows on the European leg of the 57-year-old’s latest tour. Her next show is in Taipei on February 4.