The eccentric 'Telephone' singer was booked to stay in London's upmarket Dorchester hotel with her entourage, but after her staff checked in, she amazed onlookers by returning to her tour bus with her bodyguard, where they drove to a nearby Tesco supermarket and spent the night in the vehicle.
A source said: "It was really bizarre. All Gaga's luggage – about 20 laminated boxes and suitcases – were dropped off at the Dorchester and her crew at about 3am.
"And 15 minutes later, the driver, one of her entourage and Gaga's security guy got back on the bus and drove off, hitting the West Cromwell Road Tesco at about 3.30am.
"They went down a ramp to park and Gaga got them to turn off the ignition and bedded down for the night."
The star – whose real name is Stefani Germanotta – was later treated to breakfast in her bus, before heading off to start work for the day.
The source added to the Daily Mirror newspaper: "Seven hours later at 10.30am , a Mercedes SLK arrived, as well as a silver people carrier bringing a bag of shopping.
"Her guard slipped her out of the bus and into the Mercedes. Both the cars drive off, with Gaga heading to a recording studio."