The legendary pop star stopped by the legendary New York City venue with her boyfriend Akeem Morris to watch Billie and her brother Finneas put on their show.

No special VIP tickets for the Queen of Pop BTW ... looks like she's in the crowd like everyone else -- jamming out and chattin' in her man's ear.

It looks like Madonna's enjoying the show ... though ya gotta think the veteran performer is breaking down every beat of the experience in her head.

Of course, Madonna ain't jealous of Billie's tour one bit ... she just performed at MSG earlier this year -- packing the venue three times in January.

Unclear if Billie and Madonna ended up meeting at the show ... but, neither of them has posted about any backstage "hello" as far as we can tell.

Madonna's getting back out into the world after dealing with some recent tragedies. As we told you, a rep told TMZ earlier this month that her brother Christopher passed away after a battle with cancer at 63.

This came just a couple weeks after her stepmom Joan passed away from her own cancer battle -- so, it's been a challenging time for Madonna.