Her brother – who was an artist, dancer and designer – died aged 63 earlier this month in Michigan after being diagnosed with cancer.
The 66-year-old American pop superstar posted photos to her Instagram Story, including one of Ciccone’s green marble headstone, with the caption “homecoming”.
She also visited the grave of her mother, Madonna Fortin Ciccone, who died in 1963 aged 30 after being diagnosed with breast cancer when the singer was five.
The Material Girl singer shared a photo of herself kneeling by a grave while wearing a pink and navy scarf around her head and black sunglasses – as well as an image of red roses laying on the ground.
Her daughter Lourdes, 28, also posed for a photo with her grandmother’s tombstone while holding red flowers.
In another emotional black-and-white archive clip, the Grammy winner can be seen kneeling at her mother’s grave as her brother looks on, which she captioned: “Life is a circle.”
In the video, she says: “I wonder what she looks like now, just a pile of dust, I’m going to walk right in here, you’re going to bury me sideways.”
Madonna has worked alongside her brother over the years, appearing in her music videos like Lucky Star, art directing her Blond Ambition World Tour, and serving as tour director for The Girlie Show Tour.
After his death, she said he was “the closest thing to me for so long” in an Instagram tribute.
Ciccone fell out with his sister in 2008, following the release of the best-selling autobiography Life With My Sister Madonna, in which he wrote about their strained relationship, her romantic relationships, and memories of when he toured with her.
Speaking about resolving their differences before Ciccone’s death, Madonna added in her social media post that the past few years “have not been easy” as they had not spoken for a while, but reconnected after he fell ill.
She added: “I did my best to keep him alive as long as possible. He was in so much pain towards the end, we held hands once more, closed our eyes and danced together.
“I’m glad he’s not suffering anymore, there will never be another like him. I know he’s dancing somewhere.
During her career, Ciccone also directed music videos for Dolly Parton and Tony Bennett and was the interior designer of her homes in New York, Miami and Los Angeles.