The 24-year-old Poker Face singer kept the gig at The Oak Room in the famous Plaza Hotel secret right up until the last minute, a report by Digital Spy said.
Just minutes before she took to the stage, the venue announced on its official Twitter page, 'Lady Gaga here tonight. Maybe we'll get a serenade in The Oak Bar tonight.'
Taking to the stage for the first time since the death of her grandfather last week, she wore fishnet tights and a furry waistcoat, and posted a picture on Twitter, writing, 'Lonelydreams+champagne streams, plaza courtyards, I can't swim among them, so ill drinkinstead a star (sic).'