Madonna's older brother, Anthony Ciccone, has tragically died at the age of 66. Musician Joe Henry, who is married to Madonna's sister Melanie Ciccone, announced the devastating news on his Instagram on Saturday 25 February. Posting a black-and-white photo of his brother-in-law, Joe, 62, paid tribute as he penned: "My brother-in-law, Anthony Gerard Ciccone, exited this earthly plane last evening.