Madonna said she had “a special affinity with France” as she opened the last minute concert, but drew boos from many disappointed fans.
Some had camped outside the Olympia club since Wednesday in anticipation of the show.
The 2,000 tickets sold out in minutes, with fans paying between $125-$320 and some changing hands for up to $1,600.
Madonna was also criticized for talking about politics instead of singing, after revealing she had a message for France’s extreme right-wing leader Marine Le Pen.
France’s National Front is threatening to sue the star for using an image of Marine Le Pen with a swastika superimposed on her forehead at a concert earlier this month.
“I know that I have made a certain Marine Le Pen very angry with me,” Madonna told fans.
“It’s not my intention to make enemies. It’s my intention to promote tolerance,” she continued.
Afterwards 33-year-old Guillaume Delaval complained: “She spoke for 15 minutes about tolerance, it’s not the UN here.”
Paris resident Allain Zambrana, 26, from Nicaragua, said he wanted to ask for his money back.
“I felt very frustrated because I camped out on the streets and then the show just ends like that.”
Several fans cried “refund!” as they realized Madonna had left the stage for good, with some audience members taking to Twitter to complain.
“We are singing <<shame on you>>,” explained Pierre from Belgium.
“Because she says she loves her fans but then she does this.”
Dutch fan Ellis Van Zoen, 22, agreed the show was “very short”, but added: “I’m torn – I thought it was a fantastic show and it was special. I don’t want to see fans yelling at her but I can understand why.”
Madonna also offered veiled criticism of the party’s anti-immigrant stance, as she paid homage to a France which she said had once “opened its arms to minorities”.
“We are entering some very scary times in the world,” she told the crowd.
“People are afraid, and what happens when people are afraid? They say <<get out! You’re the reason. You’re the problem. You’re to blame>>.”
Madonna, 53, who performed in an array of outfits including a black leather pencil skirt and French beret, also paid tribute to several French artists.
The event was also streamed live on YouTube, where separate footage showed fans chanting and booing while throwing empty bottles and cups onto the stage after the singer had left.
Madonna is due to perform in France again on 21 August, in Nice.
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