GaGa is said to have visited the late singer's north London house unnoticed by fans to "pay respects to a musical hero".
A source told The Sun: "She went in disguise and kept things low-key."
Earlier this year, GaGa admitted that she was "in shock" after learning of Winehouse's death, adding: "I'm so devastated and so sad. I really couldn't speak for like 48 hours straight."
It was recently suggested that GaGa was in talks to play Winehouse in an upcoming biopic.
Both singers feature separately on Tony Bennett's latest album Duets II.
Watch GaGa and Bennett perform 'The Lady Is A Tramp' below: