Madonna invited Matt Lucas and David Walliams out on a dinner date then blew them out at the last minute, the lads claim.
The Material Girl invited the Little Britain comedians for a meal - then stood them up because she was too knackered.
Walliams, who revealed how the pair based one of their characters in new series Little Britain USA on Madonna's personal assistant, said: "We got a call from her PA saying 'she would very much like you to join her for dinner'.
"We thought, 'Fantastic. Dinner with Madonna. Write it in my diary'. Then the night came and we got a call about half an hour before we were leaving saying Madonna may or may not be coming to the dinner.
"I said, 'What'?
"'Well she's just got in, she's tired. She may or may not be coming'.
"'Well shall we go or not'? I said.
"'Well she may come for the desert - we're not sure'.
"The idea that we were just going to sit in this restaurant and wait for her to turn up! F*** her. We didn't go."
The new series, to be shown on US station HBO and the BBC, also features Vicki Pollard at brat camp and Daffyd at university.
Walliams revealed how the Duke of Edinburgh called him a "nut" for swimming the English Channel for Sports Relief.
The camp comedian met the Queen and Prince Philip at Buckingham Palace after raising £1m for charity. The Duke didn't speak to him directly, but said when passing in the corridor: "Is this the nut that swam the Channel?"
Walliams said: "He said to my mum, 'Any more nuts in your family?' and my Mum went, 'No, just the one Prince Philip."
Walliams said swimming the Channel was an amazing achievement. "I did totally get when I reached the other side why people do that because the rush of adrenalin is so intense and it was so exciting.
"I'm not a sporty person but swimming was always something I could do.
"I saw people do (the Channel) and it was often people who didn't look like natural athletes doing it.
It had a spirit of adventure to it," he said on Friday Night on Jonathan Ross.