Posting a picture in curlers getting ready for the show, Pink - whose real name is Alecia Beth Moore - added: "We made it out #gettingcute (sic)"
The singer - who also has six-month-old son Jameson with husband Carey Hart - thanked her fans for coming to her concert, but confessed she couldn't wait for it to be over as she was so nervous.
And she also admitted to forgetting the lyrics to four songs.
Alongside a photo of her and Willow snuggled up on the couch, she wrote: "THANKYOU kind folks of Summerfest. Milwaukee. What a cool place. Thanks to all who came from far and wide. I'm so glad that first show is over. Haha.
"After four years, it's always a little nerve wracking to start it up again. But I got one look at your faces and my heart filled with love. This is us celebrating the fact that I only rolled my ankle once and only forgot the words to four songs. #grateful. (sic)"
- Bang! Showbiz