The US star appeared at the O2 Academy Islington where the band were playing to fans at the venue that has a 250-person capacity.
Gaga, 24, played the drums while some of their fans danced around on the stage with the band at the London venue.
The US rock band have been supporting her on some of the Monster Ball tour dates and they will be performing with her at the O2 Arena on December 16 and 17.
Gaga will be heading back to Paris for her last two shows of 2010 later this month before returning to North America in February.