The 53-year-old pop diva is currently promoting W.E. her film about Wallis Simpson's romance with Edward, the Duke of Windsor who gave up the British throne to marry the American divorcee.
But Madonna also admits that she expected the movie to receive harsh criticism.
She tells the Los Angeles Times: 'I expected people to let me get in the way.'
W.E. is the second time Madonna has directed a movie. She made her directorial debut in 2008 with Filth and Wisdom.
Speaking from the Toronto Film Festival, Madonna also said: 'I want to be taken seriously as a filmmaker.
'I directed Filth and Wisdom to teach myself about filmmaking.
'And now, with this self-punishing process of being a producer and a writer and a director, I'm taking the next step.'
W.E. is filled with flashbacks to the 1930s when the Simpson affair was largely kept under wraps in the UK.
In 1936 Edward took the unusual step of abdicating the throne to marry the woman he loved.
Despite the romantic nature of the subject, Madonna admits that W.E. looks at the downside of the relationship and the pressures the couple faced when they were essentially ostracised by the Royal Family.
But the singer says she didn't set out to make a pessimistic film.
The two-time divorcee says: 'When we were young, my sister and I would sit around and say we wanted to marry a cowboy poet.
'That was the ideal. And as soon as you have an ideal, the universe conspires to humiliate you.'