The 27-year-old star was on her own for the trip, where she was paid a staggering £250,000 for 30 minutes performing on stage at the gig for car company Audi on February 5.
She then left with her brother Gary Tweedy, 22, in a boat but stayed in her hotel alone after the gig.
Her dancer pal Derek Hough did not accompany her for the trip to the romantic Italian destination.
A source said to UK newspaper The Sun: 'She would've loved to be there with someone she loved. She wasn't in the best mood.'