The outrageous revelation was just one of many saucy truths the pair confessed to during a game of Never Have I Ever while they were appearing on 'The Ellen DeGeneres Show' on Wednesday (18.03.15).
During the segment, the singer was given boards with one side reading "I have" and the other reading "I have never" which she was ordered to hold up based on whether the statement was a truth, with the game revealing she has both also "fooled around" in a bathroom at a party, as well as got intimate with someone while somebody else was in the room.
Other secrets unearthed during the clip included both the 'Living For Love' hitmaker confessing to having forgotten the name of a person they were "fooling around with", while Madonna also admitted to having had phone sex.
And despite the risqué nature of the game, the 56-year-old star contributed her own statements, which led to her admitting to having once had intercourse with more than two different people in a single day.
See more images of the famous singer in the gallery below.