She adopted one of those orphans, her 3-year-old son David. She is building a school there.
And she has told Malawi's harrowing story in her documentary, "I Am Because We Are." With an audience thus far limited to isolated theater screenings, it will be screened for everyone with its TV premiere on Sundance Channel at 9 p.m. EST Monday (World AIDS Day).
But the film's real power is its images, which are often dismaying but, here and there, reflect hope and a remarkable will to survive.
"I had many goals," said Madonna during a phone conversation from her Manhattan home a few days ago. "I did get to a point where I thought, 'I'm being overambitious, I'm trying to say too much, I'll never accomplish it.' But I feel proud of the fact that I did get to make all my points."
Among her points: an insistence that any crisis comes with solutions, however hard-won and piecemeal.
The film offers its audience a menu of constructive responses.
"If all you can do is live life in YOUR world in a way that shows you are responsible for the people around you, that's a course of action," said Madonna. "People can be of service in large ways and small."
The first wide exposure of "I Am Because We Are" may be coming at a propitious time, which befits the pop superstar who made it, with her knack for anticipating and identifying cultural trends.
On the eve of a new presidential administration, Americans seem set on a more idealistic path, however alarmed they may be by economic threats along the way.
"People really are going, 'Wow! I can no longer ignore what's going on around me.' There are changes in the air," she said.
Madonna's busy schedule continues apace. But the artistic life that drives it "is a world you create and you inhabit, to express yourself, and to inspire and reach out to other people," she explained. "It's also a consolation, a place you go to to protect yourself." That's true now, in particular, during her highly public split with Guy Ritchie, her husband of eight years, which she described as "not easy, I'm not going to lie."
Though on a brief New York break from her concert tour, Madonna said the day's long to-do list called for this AP interview to be followed by interviews she would be conducting herself: with prospective head mistresses for the girls school she is building in Malawi.
"We're all going there together at the end of March," she said, referring to David, 8-year-old son Rocco and 12-year-old daughter Lourdes.
"I'm very involved in a lot of things that are going on there," she said, and as she makes return visits with her kids, she wants them to gather insights into the plight of the world's underprivileged. "And David's always going to understand where he came from, and what his life could have been like."
Meanwhile, she hopes her film can spread the message to millions more.
"It has an impact on the people who see it," she declared. "The more people, the bigger the impact."