The pop icon finished her Celebration Tour with a free concert at Copacabana Beach on May 4.
The comedian hilariously reflects on helping judge the ballroom segment of Madonna's Celebration Tour at New York's Madison Square Garden last month.
"We just all have a great blend and great energy, and that will always be there,” De Lory tells the Billboard Pop Shop Podcast.
Madonna introduced the disco cover by talking about her health scare over the summer that postponed the original start of the tour.
Fans bought up 600,000 tickets in one day for the Queen of Pop's retrospective tour.