Lady Gaga performed the biggest show of her career Saturday night, playing to an estimated 2.5 million fans at Rio de Janeiro’s Copacabana Beach.

The show, dubbed Mayhem on the Beach, broke the record for the highest attended concert by a female artist, according to the show’s organizers. Madonna previously held the title for a show she performed at Copacabana Beach last year. Both events were free of charge.

Gaga brought her buzzy five-act performance, which she debuted during her Coachella headlining set last month. The “Abracadabra” singer’s show included her new album, Mayhem, along with several hits from her long career in pop, including “Paparazzi,” “Born This Way” and “Judas.” The 39-year-old singer just wrapped a performance of the show in Mexico City.

“Nothing could prepare me for the feeling I had during last night’s show – the absolute pride and joy I felt singing for the people of Brazil. The sight of the crowd during my opening songs took my breath away,” Gaga posted on her Instagram Sunday morning.

“An estimated 2.5 million people came to see me sing, the biggest crowd for any woman in history. I wish I could share this feeling with the whole world – I know I can’t, but I can say this – if you lose your way, you can find your way back if you believe in yourself and work hard,” she continued. “Thank you little monsters all over the world. I love you. I will never forget this moment. Paws up little monsters.”

Police in Brazil announced Sunday that two people were arrested in connection with a plot to detonate a bomb at the concert. A spokesperson for Gaga shared the following statement with THR: “We learned about this alleged threat via media reports this morning. Prior to and during the show, there were no known safety concerns, nor any communication from the police or authorities to Lady Gaga regarding any potential risks. Her team worked closely with law enforcement throughout the planning and execution of the concert and all parties were confident in the safety measures in place.”