Interviewed in a break from a live performance in New York's Central Park for US TV's Good Morning America, Gaga said the ring was the one thing she always has with her - along with another precious family keepsake.
'I wear my Aunt Joanne's birth certificate around my neck,' she said, pulling out a chain with the certificate in a gold locket.
'And my grandfather, who died about six months ago - I wear his ring every single day.'
Gaga wore a series of trademark wacky outfits - and even wore more than three wigs at once at one point during her show.