Madonna has shared a photo of her children, as she gave thanks for her family on Thanksgiving Day.

The Material Girl singer posted a collage on Instagram of Lourdes, Rocco, David Banda and Mercy on Thursday (24 November) with the caption: "Reasons to be thankful."

The singer made the poignant post just a day after it was revealed that her teenage son Rocco, 16, had been arrested for drug possession after he was stopped and searched by police near his London home on 28 September.

According to the Sun, neighbours in the exclusive Primrose Hill area of London where the teen lives with his father, reported him to police alleging he was seen "smoking or doing drugs".

In a statement on Wednesday (24 November), Madonna said she is supporting her son as they deal with a 'family matter'.

"I love my son very much," she said. "I will do whatever I can to give him the support that he needs, and I ask that you respect our privacy at this time."

Rocco was at the centre of a bitter nine-month long custody dispute between his parents Madonna and Guy Ritchie earlier this year, after he expressed his intention to live in the UK with his father and his new wife Jacqui, along with their three young children - Rocco's step-siblings.

Rocco reportedly became estranged from his mother after he abandoned her Rebel Heart tour last December (2015), amid reports that her strict behaviour 'pushed him over the edge' after she allegedly confiscated his phone.

In September, the former couple reached a settlement and it was agreed the teenager would continue to live in London where he has been going to school.

Soon after it appeared that Madonna and Rocco had resolved their differences, enjoying a quiet dinner out in London at Farmacy restaurant.

Madonna and Rocco Ritchie
Madonna said she will support her son through his latest ordeal Getty

The arrest is the latest setback for Rocco during a turbulent year.

Confirming the arrest a Metropolitan Police spokesman said: "A 16-year-old youth has been arrested for possession of cannabis. The arrest follows a stop and search by officers from Camden borough at around 5.15pm on Wednesday, September 28 at Steeles Mews North.

"The youth was taken to a north London police station. He was subsequently bailed and dealt with by Camden borough's Youth Offending Team. He was dealt with by way of Triage, which uses multiple strands to engage and educate young people in order to prevent re-offending."

Rocco's father Guy Ritchie is yet to comment on the arrest reports the Mail Online.