In new footage shared by the "Medellin" singer, the pop star stops her show at the London Palladium to chat with her new famous pal, as Christie gushed in the moment, "I love you."
Referencing "Game of Thrones", Madonna asked, "When was the last time I saw you? How many people have you killed (since)?" to which Christie replied, "On the screen, maybe only a few thousand... Personally just a few." Madonna added, "Same."
The "I Rise" hitmaker then asked the actress for a sip of her beer and, when it was pointed out that she had some on her face after taking a sip, the star helped her wipe it off.
Madonna then joked, "Winter's coming," and asked Christie if she was enjoying the show - prompting "The Darkest Minds" star's hilarious comeback.
"Tonight, you're so great Winter isn't the only thing that's coming," she replied, prompting cheers from the crowd.
The footage is a rare glimpse at the intimate shows, as phones and recording equipment are banned on the "Madame X Tour".
Madonna will wrap up the jaunt, which has been plagued by her ongoing injuries, in Paris, France on March 11, following a 12-night residency at the city's Le Grand Rex venue.