The Queen of pop did the video for the title track and first single of her next album, American Life which comes out in April.
In it, Maddy prances around a fashion show catwalk surrounded by models dressed in camouflage and combats.
Apparently she throws a grenade and chaos follows, with scenes showing soldiers and victims of war, including blood-covered babies.
Her spokeswoman said the video was not meant to pick on US President George W Bush and his policies specifically.
It was more a statement about the "horrors of war", she said.
She added Madonna did the video because she had been "moved" by the possibility of a US-led war with Iraq.
Madonna filmed it in Los Angeles last week and the finishing touches are now being added before its March release.
A few popstars have said they are against war, including Sheryl Crow and Blur's Damon Albarn.
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