“I don’t think Jesus would be mad at me and the message I’m trying to send,” she told the New York Daily News.
UK and US church groups condemned the stunt after the singer began a 51-date world tour in Los Angeles.
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A Church of England statement asked why Madonna felt “the need to promote herself by offending so many people”.
Madonna performed the ballad Live To Tell while suspended from a giant mirrored cross on Sunday’s opening night.
Images of poverty in the developing world were shown on video screens, while numbers ticked away to represent the 12 million African children orphaned by Aids.
“Jesus taught that we should love thy neighbour,” Madonna told the newspaper.
David Muir of the Evangelical Alliance accused the singer of “blatant insensitivity”.
“Madonna’s use of Christian imagery is an abuse and it is dangerous,” he said.
“She should drop it from the tour and people need to find their own means of expressing their disapproval.”
This is not the first time the pop star’s concerts have upset the Church.
In 1990, the Pope called for a boycott of the Blond Ambition tour, in which Madonna simulated masturbation during Like A Virgin.
The video for Like A Prayer also brought condemnation from groups claiming it was blasphemous.
The Confessions world tour will reach Britain in July.