London, April 6 (IANS) The baby who pop star Madonna had hoped to adopt cried all night as she was sent back to the orphanage. 'Where's my mummy?' she asked.

The baby Mercy James was surprised as Madonna had to leave Malawi after her adoption bid was turned down, the sun.co.uk reports.

The boss of the orphanage Annie Chikhwaza said: 'It's devastating for Mercy. She had bonded with her new family and was calling for Madonna, saying, 'Where is my Mummy?' She couldn't understand where Lola, David and Rocco had gone - she thought they were playing hide and seek. It broke my heart to see her crying out for David as they'd become inseparable. Madonna said she will do whatever it takes to get her back.'

A source from the luxury lodge where Madonna stayed said: 'Madonna was up at dawn cradling Mercy, gently soothing her and making her laugh. You could see how upset she was when she had to say goodbye. She could barely wrench herself away.'