"My son David, who is going to be 13 on September 24, has wanted to play soccer professionally for years," she told Vogue Italia in the interview, which was accompanied by a striking series of images by fashion photography duo Mert Alas and Marcus Piggot.
"I've been desperate to get him into the best academies with the best coaches, but the level of football in America is much lower than the rest of the world.
"I saw his frustration, and I also felt it was a good time. I felt like we needed a change, and I wanted to get out of America for a minute — as you know, this is not America's finest hour."
She said: "Any woman who is a soccer mom could say it kind of requires you to have no life in a way, because things change from week to week and games change from weekend to weekend — sometimes they're in the city, sometimes they're not, and we would never know until Thursday night whether they're on Saturday or Sunday, if at twelve o'clock or later.
"It's impossible to make plans, and then you feel like you're not being fair to your other kids, or being fair to me!"
Madonna told Vogue Italia she only wanted to encourage her children to follow their dreams and"be good human beings".
"A lot of people say to me, 'You must really want your son to be a successful soccer player, your oldest daughter (Lourdes) to be a dancer, Rocco to be a painter.'
"And I always say no, what I want my children to be is loving, compassionate, responsible human beings. That's all I want.
"I don't care what the vehicle is, I just want them to be good human beings that treat other human beings with dignity and respect, regardless of skin colour, religion, gender.
"This is the most important thing, you know what I mean? If they happen to be the next Picasso or Cristiano Ronaldo, then great, that's just the cherry on the cake.