The 27-year-old wore sheer fishnet leotard over a strapless black brassiere and high-cut underwear as she left for her recording studio here, reports dailystar.co.uk.
She completed the look with a hat, towering heels and white wig that nearly reached the ground.
Gaga also donned a pair of rounded sunglasses, alien-like bleached eyebrows and ditched the make-up.