And Top of The Pops executive producer Chris Cowey said: "I wouldn't be surprised if she made the video just knowing that it would get pulled," said Chris.
But HMV spokesperson Gennaro Castaldo said he thought Madonna may have been making an anti-war statement:
"I think we have to accept that it is an anti-war statement. Madonna's passionate about a whole range of issues," said Gennaro.
Stations like Radio 1 have also dropped songs that could upset people while there's fighting taking place.
And singer Kelly Rowland has postponed her UK tour dates because she's worried about travelling during the conflict.