The pint-sized singer, whose own appearance last week with Jason Donovan was cancelled due to the conditions, made sure she was prepared for every weather eventuality as she headed to the London venue to see the Queen of Pop take to the stage.
Kyles tweeted: "London summer gear" alongside a snap of herself in wellies, a rain mac and a hat.
[Related story: Jason Donovan gutted Kylie Minogue duet scrapped]
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The Aussie beaut got it spot on in neutral colours - pairing grey skinny jeans with black wellingtons, a breton tee and a beige waterproof.
And she made sure her hair was safe from the London drizzle in a black wide-brimmed hat with a turquoise band.
Tiny Kylie, who tweeted that she was in the kids area as it was easier to see, joined a host of other celebrities as Madge took to the stage.
George Michael, Stella McCartney, Kate Moss and Naomi Campbell were all in attendance, with rumours that ex-husband Guy Ritchie was also in the audience.
Madonna donned an array of sexy outfits as she took to the stage in style on the latest leg of her MDNA World Tour.
And the 53-year-old singer, who is doing 87 dates worldwide, gave it her all as she bounded around energetically, even taking part in a gun fight with a male dancer.