The 25-year-old performer landed on the stage after gliding to it on a zip-wire over the crowd. She then burst into a performance of her number one hit 'Bad Romance'.
The star then performed a selection of tracks from her second album Born This Way including lead single 'Born This Way', 'Judas', 'The Edge Of Glory' and 'Hair'.
Playing the gig in New York's Central Park, the singer told GMA: "It's an absolute dream come true to be here today. I grew up five blocks from here. I am so excited and so blessed to be here."
Lady GaGa is to sell more than 850,000 copies of her new album in the US alone this week, analysts have predicted.
> Lady GaGa: Born This Way
> Lady GaGa's Born This Way praised by critics
Watch Lady GaGa's interview with GMA and her performance of 'Hair' below: