The dancer's father has spoken out about their relationship and 36-year age gap, telling TMZ last December that "love has no age".
Drue Williams told the news outlet: "My son is livin' la Vida Loca, and I'm just happy for him."
Madonna's eldest child Lourdes was born to her and former partner Carlos Leon, while Rocco is the product of her marriage with director Guy Ritchie.
File photo dated 13/06/19 of Madonna, who has cancelled the first London show of her Madame X tour, saying that she "must always listen to my body and put my health first."
Photo by: KGC-81/STAR MAX/IPx 2020 2/6/20 Madonna leaves the London Palladium after a performance of her Madame X show. (london, England)
Queen Elizabeth II meets pop star and actress Madonna (L) watched by producer Michael Wilson at the World premiere of the latest Bond movie "Die another Day", at the Royal Albert Hall.
Americam singer / actress Madonna in London with ex-Beatle George Harrison, executive producer of Handmade Films whose company is currently in production with "Shanghai Surprise" which stars Madonna and Sean Penn. * 30/11/2001: It has been announced, George Harrison, the Beatles' quiet lead guitarist and spiritual explorer has died, a longtime family friend told The Associated Press. Harrison, who wrote While My Guitar Gently Weeps and Here Comes the Sun, was 58.
American singer and actress Madonna (centre, facing camera) arrives at the Leeds Bradford airport, on the way to her first British concert at Roundhay Park, in Leeds.
Seventy seven thousand Madonna fans make a human sea at Wembley Stadium tonight as the American superstar took to the stage for her first London concert.
Pop superstar Madonna, flanked by bodyguards returns to her London hotel after jogging through Hyde Park in London.
Madonna (right) waits in line to meet Britain's Queen Elizabeth II at the World premiere of the latest Bond film "Die Another Day" at London's Royal Albert Hall.
American pop star Madonna begins the UK leg of her re-Invention world tour at the MEN Arena, Manchester. (Photo by Gareth Copley - PA Images/PA Images via Getty Images)
LONDON - SEPTEMBER 01: Director Guy Ritchie and his wife Madonna arrive at the World Premiere of "RocknRolla" at the Odeon West End cinema, Leicester Square on September 1, 2008 in London, England. (Photo by Chris Jackson/Getty Images)
Director Guy Ritchie and wife Madonna arrive. (Photo by Ian West - PA Images/PA Images via Getty Images)
TORONTO, ON - SEPTEMBER 11: Director Guy Ritchie and wife singer Madonna attend theToronto International Film Festival gala premiere of "Revolver" at Roy Thomson Hall September 11, 2005 in Toronto, Ontario. (Photo by Evan Agostini/Getty Images)
Madonna appears on stage during the MTV Europe Music Awards, from the Atlantic Pavilion, Lisbon, Portugal. (Photo by Anthony Harvey - PA Images/PA Images via Getty Images)
Madonna performs at G. A. Y. at The Astoria in central London, Saturday November 19, 2005. PRESS ASSOCIATION Photo. Photo credit should read: Yui Mok/PA. (Photo by Yui Mok - PA Images/PA Images via Getty Images)
Madonna performs during the charity concert at Wembley Stadium, London. (Photo by Yui Mok - PA Images/PA Images via Getty Images)
Madonna performs at the Millennium Stadium in Cardiff. (Photo by Ian West - PA Images/PA Images via Getty Images)
MUNICH, GERMANY - AUGUST 18: Madonna (C) performs on stage as part of her "Sticky & Sweet" world tour at Munich Olympiastadion on August 18, 2009 in Munich, Germany. (Photo by Stefan M. Prager/Redferns)
Madonna and daughter Lourdes Leon arrive at the Vanity Fair Dinner and After Party at the Sunset Tower Hotel celebrating the 83rd Academy Awards in West Hollywood, California on February 27, 2011. Royal drama "The King's Speech" was crowned with Oscars gold on Sunday, taking three of the top Academy Award prizes, including best actor for self-mocking Englishman Colin Firth. AFP PHOTO/Rich Schmitt (Photo credit should read RICH SCHMITT/AFP/GettyImages)
Actresses Lourdes Leon and Madonna arrive at the Vanity Fair Oscar party at the Sunset Tower in West Hollywood Sunday evening. (Photo by Axel Koester/Corbis via Getty Images)
Madonna performs at Murrayfield Stadium in Edinburgh, Scotland. (Photo by Danny Lawson/PA Images via Getty Images)
PALA ALPITOUR, TURIN, ITALY - 2015/11/19: American singer-songwriter Madonna performed live on stage at Pala Alpitour in Turin, Italy for the first of the three Italian shows of the Rebel Heart Tour. (Photo by Francesco Castaldo/Pacific Press/LightRocket via Getty Images)
Fans taking a selfie outside the London Palladium, ahead of Madonna's Madame X world tour, London.
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She adopted David Banda from a Malawi orphanage in 2006 before adopting daughter Mercy James a year later from a different orphanage.
In 2017, the star also adopted Stella and Estere from the south-east African country.