The four-year-old accompanied Madonna and her siblings - three-year-old David, Rocco, eight, and 13-year-old Lourdes - to Paris.
Fifty-year-old Madonna took her family to the French capital ahead of a gig for her Sticky & Sweet world tour.
But it wasn't all work – the kids had a fun day at the Jardin des Tuileries funfair, where Mercy had her first experience of water slides, merry-go-rounds and bumper cars.
The family stayed in the city's upmarket Ritz hotel during their stay in Paris.
As they were snapped leaving the establishment, Mercy held tightly onto her new mum's hand. They've clearly developed a strong bond since she made the journey from Malawi to her new family, a month ago.
Over the next two months Mercy is expected to visit Europe with Madonna as she continues her tour. Dates in Italy, Germany, Sweden, and Hungary are all coming up.