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Madonna and Sean Penn getting close again after he attends her concert

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It may be over 25 years since they split but Madonna and Sean Penn are still on good terms. The Oscar-winning actor went to see his ex in concert in New York on Thursday, and apparently enjoyed the show so much he wrote her a letter of praise.

Speaking during her Rebel Heart tour performance in Brooklyn on Saturday night, Madonna took the opportunity to reflect on her ex, telling the crowd: "I did a show at Madison Square Garden the other night if you heard about it. And my ex-husband was there! Could you imagine?

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Sean Penn went to see Madonna in concert on Thursday

"He had been at my show 30 years earlier when I was at Madison Square Garden, and he was very upset with me for wearing a costume that was too revealing. That's not a lie!"

She continued: "Anyway, after the show he wrote me a letter and said he finally appreciates my art," Madonna said. "And that is what I have to say about marriage, OK? Thirty f**king years later."

Sean was joined by his daughter Dylan Penn to see Madonna perform on Thursday, and later took the 24-year-old backstage to meet his former wife for the first time.

Madonna SeanPenn © Photo: Getty Images

Madonna and Sean were married for four years until 1989

"She [Dylan] had never met Madonna before, but Madonna was really sweet to her," a source told Us Weekly. "Madonna and Sean have stayed close friends over the years, so of course she embraced Dylan."

Madonna and Sean tied the knot in August 1985 following a whirlwind romance, before calling time on their marriage four years later. They have both since gone on to have high profile relationships, with Madonna most notably being married to Guy Ritchie for seven years, while Sean wed Robin Wright, with whom he had two children, Dylan, 24, and Hopper, 22.

The Milk star most recently dated Charlize Theron for almost 18-months, before the actress reportedly called off their engagement after spending time with her partner in Cannes in June.

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