And the Material Girl's concert stop in St. Paul, Minn., on Sunday was certainly no exception as Madge told the crowd how Mother Monster refused her offer to perform together.
"I have the best fans in the whole world. So take that, Lady Gaga!" Madonna exclaimed. "You know, I invited her onstage to sing with me, but she turned me down. It's OK. I've been rejected before. It's good to build character."
In September, Madonna announced during her Atlantic City, N.J., concert, "I'm going to dedicate this next song...to Lady Gaga," before performing her song "Masterpiece."
"You wanna know something? I love her. I love her. I do love her," she told the audience. "Imitation is the highest form of flattery. But one day, very soon, we're going to be on stage together. Just you wait."
Guess we'll just have to continue waiting.