Lady Gaga has turned down an invitation to join Madonna on stage, Madge says.

“You know, I invited her onstage to sing with me,” Madonna told a crowd in Minnesota, according to the Huffington Post. “But, she turned me down. It’s okay. I’ve been rejected before. It builds a little character.”

Back in June, Madge seemed to poke fun at Mother Monster for allegedly copying her 1989 song “Express Yourself” in “Born This Way.” Madonna performed a mashup of Gaga’s popular song and “Express Yourself” while on tour to prove her point, imitating some of Gaga’s dance moves and finishing off the song with “She’s Not Me.”

In other Gaga news, Mother Monster, a native New Yorker, has donated $1 million to help Hurricane Sandy relief efforts.

“If it wasn’t for NYC: the Lower Eastside, Harlem, the Bronx and Brooklyn, I would not be the woman or artist that I am today,” Gaga wrote on LittleMonsters.com. “New York is relentless ambition, a drive to succeed, a place where there is a natural pursuit of diversity through compassion. Please accept this gift on behalf of myself, my parents Joe and Cynthia, and my sister Natali; with our deepest gratitude New York for raising us. Thank you for helping me build my spirit. I will now help you rebuild yours.”

You can help too by going to RedCross.org, calling 1-800-RED-CROSS or texting REDCROSS to 90999 to make a $10 donation.

Gaga is on tour in South America through Nov. 26 before heading to South Africa, Norway and Russia in December. She’ll kick off the North American leg of her Born This Way Ball in January. Her third full-length album, ARTPOP, is expected in early 2013.

Madonna is on tour in North America, promoting MDNA until Nov. 20. She’ll take her show to South America Nov. 24 through Dec. 22.

Would have liked to see Lady Gaga and Madonna perform together?