Earlier this month, it was reported that the Queen of Pop could face legal action after superimposing the image onto the forehead of National Front leader Marine Le Pen.
BBC News later claimed that Le Pen was to file a lawsuit against the star over the "public insult."
According to NME magazine, Madge - who has since refused to edit the video - was asked about the use of the swastika during an interview on a Brazilian TV show, to which she stated that the footage was about "the intolerance that we human beings have for one another.
"And how much we judge people before knowing them. That's why it's done in the song 'Nobody Knows Me'."
She added: "Music should be about ideas. Ideas inspire music, right? So in a show I always like to tell a story."
Madonna's use of the swastika is not the only controversy on her current jaunt, with the 53-year old causing outrage by using a gun in her set and flashing various bits of her body.
The Like A Prayer hitmaker also hit the headlines this week for taking another swipe at Lady GaGa, stating she's "glad" she helped GaGa write her hit single Born This Way.
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