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Sean Penn, Dylan Penn, Madonna

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What a dad!

It's one thing to know that your father used to be married to Madonna, but it's quite another when he takes you to one of Madge's concert.

Dylan Penn attended Madonna's Rebel Heart Tour concert last night at New York's Madison Square Garden with her dad, Oscar winner Sean Penn.

Not only did Dylan get to see the show, but dad brought her backstage.

"He introduced Dylan to Madonna," a source exclusively tells me. "It was the first time they had met."

Dylan had been in New York for Fashion Week (she was spotted at Hugo Boss, where she met Lupita Nyong'o) so Sean asked her to go to the concert after he received an invite from Madonna, the source said.

Sean and Dylan were even captured on video standing with the rest of the audience when Madonna performed "True Blue," the 1986 hit inspired by her Penn romance.

The two were married in 1985, but divorced four years later.

Other celebs who were in attendance during Madonna's tour stop in NYC included Jennifer Lopez and boyfriend Casper Smart, Ariana Grande, Andy Cohen and Jerry Seinfeld.

Amy Schumer opened the shows and even got an onstage spanking from Madonna.

Sean Penn escuchando #TrueBlue @madonna <3 @guyoseary

A video posted by Josť Isaac Mercader (@joseisaac85) on

Met this gorgeous & talented lady today @lupitanyongo backstage @hugoboss @jasonwu #nyfw

A photo posted by Dylan Penn (@iamdylanpenn) on