The mother of four dedicated her song "Intervention" to her 15-year-old son at the Tears of a Clown show in Melbourne, which was free for 1,400 fans.
Photos of Rocco were projected on the screen behind Madonna, 57, as she sang emotional lyrics including, "I know that love will keep us together / I know the road looks lonely / And either way my baby, we'll never be the same."
The Tears of a Clown show was reportedly filmed for a bonus CD included with her Rebel Heart tour album. Although reports stated Madonna was four hours late for the show and was drinking onstage, Madonna's rep tells PEOPLE that the venue doors opened later than expected and that the singer "was not drunk, and as promised, she had one cosmo on stage. Nothing more. Nothing less."
Madonna was not present for Thursday's custody battle proceedings at High Court in London due to the Australian leg of her Rebel Heart tour. Ex-husband Guy Ritchie, his wife Jacqui and Rocco attended the hearing, which was the second part of a British legal proceeding that began March 3.
The proceedings, which will resume Friday, will decide if Madonna, 57, should be allowed to withdraw her legal action in the U.K. to concentrate solely on her U.S. litigation.
While Madonna hasn't been physically present Rocco during the legal battle, she is hoping to reach him another way. The 7-time Grammy winner recently performed in New Zealand where she broke down in tears when she talked about her son.
"There is no love stronger than a mother for her son. If I talk about him too much I might cry," she told the audience before dedicating the song "La Vie en Rose" to Rocco. "I hope he hears this somewhere and knows how much I miss him."
Another hearing is tentatively scheduled for June 1 in the event Madonna and Ritchie are unable to reach a custody resolution.