The American star merely had to walk on to the stage for the audience at Monday's first night performance of "Up for Grabs" to leap to its feet and begin clapping wildly.
"I have never before witnessed an actress receiving an ovation before she had uttered a word," said reporter Pete Clark of London's Evening Standard on Tuesday.
"Madonna appeared somewhere around center stage...performed a step or two in the direction of the paying public, smiled and the house came down."
Theater reviewers have been kept away from preview performances of "Up For Grabs," a critically acclaimed Broadway hit, but those who managed to sneak into the first night seemed surprised to find themselves enjoying Madonna's performance.
Clark said Madonna, who plays a manipulative art dealer trying to sell a Jackson Pollock painting, was not a stage natural, displayed signs of nervousness and had a "small" voice.
"Yet something peculiar happened in the course of 'Up For Grabs', which is that I ended up loving the dame," he added.
At least one audience member said that Madonna appeared nervous early then greatly improved as the play progressed.
"I thought she was a lot better than expected, she was excellent," said Victoria Bateman, 32.
Madonna's husband, British film director Guy Ritchie, and children Rocco and Lourdes were at the theatre to cheer her on, as were a long queue of fans prepared to wait in the rain in a bid to secure tickets, which were reportedly changing hands outside at anything up to ten times their face value.
Monday's performance was Madonna's first appearance in a play since 1988, when she appeared in David Mamet's "Speed-The-Plow" on Broadway.
Madonna left the theater by the front entrance shortly after the show and was driven away in a waiting car. There were screams from the crowd as she scrambled to climb in, and the road outside was blocked by photographers and camera crews.
Madonna is not the only American star treading the boards in London. Hollywood actress Gwyneth Paltrow -- one of Madonna's closest friends -- will debut in "Proof" on Wednesday night. Paltrow's fellow Oscar winner Matt Damon is currently playing to packed houses in "This Is Our Youth"