The 51-year-old American performer is currently on tour.
During her concert in the Romanian capital, Bucharest, she said:
'We don't believe in discrimination against anyone.'
'We believe in freedom and equal rights for everyone…right?'
'Gypsies, homosexuals, people who are different — everyone is equal and should be treated with respect, OK?'
'Let's not forget that.'
There were loud boos from the crowd as well as some cheering.
Romania joined the EU in 2007, but it remains socially conservative.
A poll conducted last year found 68% of Romanians in the poll thought homosexuality is a 'bad choice' and 36% think punitive measures should be taken against gays, from fines to jail.
Nearly half of the 1,200 respondents said they would not want contact with someone living with HIV or AIDS. Two thirds said they would be uncomfortable with a gay neighbour.
30% think children with AIDS should be segregated in school.
Romania was one of the last European countries to decriminalise homosexuality, in 1996, and a further law banning "manifestations of homosexuality" was finally repealed in 2001.
In 2002 the age of consent was equalised at 15.
Roma people, sometimes called Gypsies, suffer violence and discrimination across Europe, including incidents in Italy.
A EU Fundamental Rights Agency report on the Roma revealed a bleak picture for the estimated 12 million Roma in the EU.
Roma reported the highest overall levels of discrimination across all areas surveyed. 66-92% of Roma (depending on the country) did not report their most recent experience of discrimination to any competent authority.
65-100% of the Roma respondents reported lack of confidence in law enforcement and justice structures."
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