The singer, who has chart-toppers like "Poker face", "Judas" and "Born this way" to her credit, performed at the F1 after-party at the Jaypee Greens Golf and Spa Resort in Greater Noida Sunday night.
The party was attended by the Who's Who of India's film, fashion, F1 and business worlds.
Actress Bipasha Basu, who flaunted a short orange and black dress, said: "I am very excited about Lady Gaga...everyone wants to see Lady Gaga. My favourite track of hers is 'Bad romance'."
Celebrities stopped over at the red carpet to share their excitement with the media about watching Gaga live.
"I am looking forward to watching Gaga. In fact I was travelling to London for shooting sometime back and all we heard on the radio was Lady Gaga. My favourite track is 'Judas', " said Deepika Padukone, who looked chic in a sparkling white, shimmery dress.
She tip-toed into the party with rumoured beau Siddharth Mallya, who was equally excited for the 'mother monster's' show.
"Lady Gaga is just superb. I love Lady Gaga...I love the way she dresses, her music is superb. I have never met her, and I've never seen her live either.
I love all her songs, but I like one of the latest ones..I guess it's 'Edge of glory', " said Mallya, whose team, Sahara Force India participated in the inaugural Formula One Indian Grand Prix.
For filmmaker Sudhir Mishra, Gaga's music is special.
"I have to confess that I am an old rocker, and I thought my life ended with Madonna. But I have seen and heard some of Lady Gaga's songs, and I feel her show will be quite a spectacle, " he said.
Singer-anchor Anusha Dandekar, said: "Lady Gaga is a fantastic entertainer. Everyone is excited to watch her. I haven't watched her show before...I guess she will be great!"
Actor Imran Khan, who came in hand in hand with his wife, Avantika, confessed: "I am not really a Gaga fan. I am just here for my friends."
Other actors and celebrities spotted at the red carpet included Preity Zinta, Anil Kapoor, Sonam Kapoor, Riya Sen, Raima Sen, Rahul Bose, Sanjay Kapoor, Gauhar Khan, Nigaar Z.Khan, Susanne Roshan, Gauri Khan, Mehr Jessia Rampal, Jackky Bhagnani, Jas Arora and Rannvijay Singh.
F1 racers Felipe Massa, Kamui Kobayashi, Vitantonio Liuzzi and Daniel Ricciardo attended the party as well, apart from a few designers like Manoviraj Khosla, Manish Arora, Tarun Tahiliani, Rohit Gandhi-Rahul Khanna, Kavita Bhartiya, and cricketers Yuvraj Singh and Ashish Nehra.