In case you're not sure what that means or would even look like, don't worry, the singer posted lots of pictures from the celebration, including this adorable pic of her new French bulldog puppy, which she captioned, "Gypsy Rosa Lee...........best birthday present ever!"
Madonna's children also turned up at the party, including Lourdes, 18, David, 9, and Mercy, 9.
This wasn't just a family affair though! Bravo's Andy Cohen posted a picture with Kelly Ripa and Mark Consuelos, which he captioned, "Only one person could get adults to dress up like Spanish Gypsies for one night!"
And the cake, of course, Rebel Heart-themed, after Madonna's latest album. "This cake is everything!" she wrote.
Madonna's son Rocco turned 15 on Tuesday, and the pop icon posted a picture of the two of them holding a birthday cake, writing, "Surrounded by Leo's! Hear us Roar!"