The Marry The Night singer opened up about the experience with the 85-year-old during her Thanksgiving special, A Very Gaga Thanksgiving, which aired in the US last night.
Speaking about the moment, Gaga said: 'I walked in and said: 'Well Tony here we are,' and I dropped my robe and I got into position. I felt shy and thought: 'It's Tony Bennett, why am I naked?''
Tony's drawings of Gaga, 25, will be seen in Vanity Fair magazine next year.
The stars recorded their duet The Lady Is A Tramp to form part of Bennett's new album Duets II.