Wearing a knit hat with an American flag pattern, Madonna performed five songs - including "Express Yourself" and "Like A Prayer" - to a crowd of hundreds in Washington Square Park.
"Please, please come out tomorrow," Madonna urged the crowd hours before polls opened in Tuesday's presidential election."
Vote with your heart, vote with your mind, vote with your spirit, vote with your soul. Save this country, please," she said before leaving.
"Vote for Hillary Rodham Clinton. Let's keep America the great country that it is," she said.
Fellow music icon Bruce Springsteen also showed his support for Clinton on Monday by performing at her campaign rally in Philadelphia, Pennsylvania, considered a crucial swing state for the Democratic presidential nominee.
"This is a man whose vision is limited to little beyond himself," Springsteen said of Clinton's rival, Donald Trump.
"Who has a profound lack of decency, that would allow him to prioritise his own interests and ego before American democracy itself."
"Tomorrow those ideas and that campaign is going down," Springsteen said.
Lada Gaga was due to perform at a midnight (0500 GMT Tuesday) Clinton rally in Raleigh, North Carolina.