Heather MillsHeather Mills attended Madonna’s concert at Wembley on Thursday but told friends that even the Queen of Pop couldn’t distract her for an evening from the heartbreak of the end of her marriage.

She told friends: “I have never felt more alone in my life. It’s like I’ve been abandoned. I can’t pretend it doesn’t hurt. It’s like a physical pain. It just goes on and on.”

An onlooker at the gig added that Heather is considerably more gaunt than she was previous: “she is so thin. The stress is taking its toll.”