The pop star told reporters at the Toronto International Film Festival, where she is promoting her second film "W.E.", she had to earn her reputation as a musician and she expected to do the same as a film director.
"I had the same kind of pressure when I began my music career," Madonna told reporters. "I was nervous, and I didn't know what to expect, and people didn't know what to expect."
The film, which premiered at the Venice film festival and is screening at Toronto, has been characterized by critics as visually stunning, but lacking in focus and burdened by weak performances.
"I can tell when people are reviewing my film and when they're reviewing me personally," Madonna said when asked whether she cared about what critics thought. "So when they stick to the film, then I do care."
"W.E." stars Abbie Cornish as a young New Yorker in the 1990s who becomes infatuated with the 1930s marriage of King Edward VIII and American divorcee Wallis Simpson, played by Andrea Riseborough. It follows Madonna's first feature, 2008's "Filth and Wisdom," which performed poorly at the box office.
Britain's The Guardian newspaper was the harshest among the critics, giving the film just one star out five, while the Daily Telegraph gave a more positive three star review.
The budget of W.E. is estimated to be around $15 million, and it hits movie theaters in the United States in December, prompting one journalist to ask Madonna about her Oscar hopes for the film.
"My legs and my fingers are crossed," she quipped.