The singer will perform after the Formula One Indian Grand Prix, which is taking place in Uttar Pradesh.
Speaking to NDTV, the Born This Way singer said: "Thank you so much for having me. I'm so excited to be here. India is so beautiful and even more beautiful are the people. I am so excited to be here and I feel so welcome. Thank you."
When asked about her rumoured collaboration with Shah Rukh Khan, the singer said:
"There is nothing in the works right now, but I love the culture and I love Bollywood."
GaGa, who has previously met Priyanka Chopra, said that the Don star is one of her favourite Bollywood actresses.
"I love Priyanka. She's very beautiful and lovely. I'm very excited for her musical career. I don't think Priyanka needs any advice from me."