The 56-year-old star was yanked down a small flight of stairs when her dance troupe attempted to remove her huge cape during her performance of Living For Love at the ceremony in London, and she admits the dramatic fall has left her with a slight neck injury.
Speaking on the Jonathan Ross Show on Thursday night, she explained: "I didn't hurt my butt but I hurt my head. I know how to fall, I have fallen off my horse many times.
"I had little bit of whiplash, I smacked the back of my head. And I had a man standing over me with a flashlight until about 3am to make sure I was compos mentis."
She added: "I am always nervous of live TV, when you singing you can't make any mistakes, the worst thing is you fall down stairs. I like to make my shows dangerous but then there is danger."
Despite the fall - during which the audience heard a loud thud as she toppled down the stairs and dropped her microphone - the Hung Up hitmaker managed to continue with her performance.
But she believes the shocking incident was probably really scary for the audience members and viewers at home.
She said: "It was a nightmare, I like to be amazing, I rehearse and rehearse so when I do a show it is effortless and I create magic. I did the opposite, I actually created a horror show for everyone."
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