Madonna reveals one of the biggest regrets in her career: 'I wanted to kill myself'

The Material Girl herself appeared Thursday on The Tonight Show Starring Jimmy Fallon. While Madonna was there to promote her new documentary film, Madam X, it was a film she never appeared in that grabbed everyone’s attention.

Madonna was asked by Fallon about some of the rumored movie roles she has turned down, like Catwoman in Batman Returns and Nomi Malone in Showgirls. While she was fine with passing on Showgirls, she did regret passing on the Catwoman role, which she described as “fierce.”

But Madonna surprised everyone when she revealed, “I also turned down the role in The Matrix. Can you believe that? I wanted to kill myself.”

She didn’t specify which character, but Trinity was the only lead female role. It was ultimately played by the masterful Carrie-Anne Moss.

The film spawned a successful trilogy which has grossed over $1.6 billion worldwide; a fourth film, The Matrix Resurrections, is set to be released in December. It remains one of Madonna’s few regrets.

“That's like one of the best movies ever made,” Madonna said. “A teeny-tiny part of me regrets just that one moment in my life.”

The Tonight Show Starring Jimmy Fallon airs weeknights at 11:35 p.m. on NBC.

See why even Ken Jennings was impressed by Matt Amodio’s massive Final Jeopardy! bid:

Read more from Yahoo Entertainment:

• 'The Masked Singer' Baby is 'one of the most recognizable voices of our generation'

• 'Jeopardy!' winner continues streak with big wager that even got Ken Jennings's attention

• Anderson Cooper reveals that Instagram depresses him: 'I feel worse about my own life'

Tell us what you think! Hit us up on Twitter, Facebook or Instagram. And check out our host, Kylie Mar, on Twitter, Facebook or Instagram.