The film, which tells the story of King Edward VIII who abdicated the throne to marry American divorcee Wallis Simpson is Madge's second attempt as a director, and she credited her former partners with inspiring her to get behind the camera.
During a press conference at the Venice Film Festival, Madonna, 53, told Us Weekly, 'I am and was attracted to very creative people, which is why I married Sean Penn and Guy Ritchie, two very talented directors.
'They both encouraged me as a director and as a creative person to do what I did, and they were both very supportive.'
Madonna divorced Penn after four years of marriage back in 1989, while she and Ritchie split in 2008 after eight years and a son - 11-year-old Rocco - together. She is now dating 24-year-old French breakdancer, Brahim Zaibat.