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Madonna has performed the song on four of her world tours.

She premiered the song in 1987, during her Who's That Girl World Tour, where she danced around the stage wearing a white Spanish-style dress designed by Marlene Stewart, and a black leather jacket similar to the one she used in the music video.

The screen in the background showed portraits of Pope John Paul II and then-President of the U. S. Ronald Reagan, along with scenes of John Perry III's short film, The Nightmare, ending with the words " Safe Sex ", as Madonna finished the song.

She dedicated the song to the Pope, marking her first conflict with the Vatican, as Pope John Paul II urged Italian fans to boycott her concerts.

Two different performances of the song on this tour can be found on the videos: Who's That Girl – Live in Japan, filmed in Tokyo, Japan, on June 22, 1987, and Ciao, Italia!

– Live from Italy, filmed in Turin, Italy, on September 4, 1987.