The star gave fans in Lisbon just 45 minutes' notice that her show on Sunday night was being called off.
'We regret to inform you that Madonna is unable to perform this evening,' an email informed ticketholders at 19:45. She had been due on stage at 20:30.
'Sorry I had to cancel tonight,' the star wrote on Instagram, 'but I must listen to my body and rest!'
It is the eighth time Madonna has had to cancel a show on her current world tour, which sees her playing smaller, intimate theatre venues.
She has not revealed the nature her injury, but told one audience in San Francisco she was suffering from a 'torn ligament' and 'a bad knee' in November.
Madonna began the current stage of her Madame X tour in Portugal's Coliseu Dis Recreios theatre on 12 January, and had seemed to be in good spirits, interacting with the crowd and drinking port on stage.
The star said it was her first drink 'in a month' and that it had 'got her through' the strenuous show.
She also joked about her '25 injuries' and told the audience 'don't pay attention to what goes on from the waist down', reported Lisbon-based music magazine Blitz.
The star also traded high heels for flat shoes during last Thursday's concert.
'They are very ugly but it was either wear these boots or cancel the show,' the star was quoted as saying by the Portuguese website Sapo.
Madonna said she hoped the tour would resume this week, writing on Instagram: 'See you on Tuesday, fingers crossed.'
From BBC News