Madonna's learnt a lesson in love - that she can't rely on a man for happiness.
The singer, who has directed W.E, the film about Wallis Simpson's romance with King Edward VIII, said she could relate to the American divorcee.
She told Glamour magazine: "She (Wallis) started off thinking: 'This is the greatest love story of the 20th Century', only to find out that all love requires compromise.
"There is no such thing as perfect love, you can't rely on one man to make your life complete and, in the end, happiness lies in our own hands."
The star, who was married to filmmaker Guy Ritchie for eight years, said: "That is a discovery I can relate to."
The singer said of being, like Wallis, an American who moved to Britain, that it was "refreshing when I moved to England, but then there's the feeling of being an outsider, of being lonely, of not having roots, of not quite being understood."
Asked what she credited her success to, the pop star said: "If you want to do anything right, you have to put your heart and soul into it.
"There are always challenges, and you have to be prepared to go to the wall and be on your knees to get something done correctly, so if you don't love something then it's just going to feel like a form of torture with no reward.
"Love your work and no sacrifice will be too big or too small.
"My other advice is: if you want the job done right, do it yourself. Sorry to use that tired old cliche, but it is true!"