The 27-year-old star is mourning the loss of her family pet Alice, who had to be put down after getting seriously ill with cancer.
Gaga is currently in the UK promoting her latest album ARTPOP and she is finding it "painful" to be away from home during this difficult period.
Writing to her 40 million Twitter followers, she said: "My puppy Alice died. We had to put her down, cancer ate away at a little angel. My daddy is so sad, we all are, lost a member of our family.
"I love being an entertainer but it is so painful sometimes to be away from home 17 years she held on, so many memories. Nothing beats family (sic)"
I love being an entertainer but it is so painful sometimes to be away from home 17 years she held on, so many memories. Nothing beats family
— Lady Gaga (@ladygaga) October 30, 2013
Gaga - real name Stefani Germanotta - felt like "she should have been there" to say goodbye to Alice and she has been reminiscing about all the happy times she spent with her beloved mutt.
The Venus singer tweeted: "I remember her laying my bed, she knew when I was sad, or when I was sick. I should have been there. I just pray Alice found her wonderland."
The singer was seen leaving her London hotel in an all-black outfit with a mask which covered half her face on Wednesday in mourning for her dog.
I remember her laying my bed, she knew when I was sad, or when I was sick. I should have been there. I just pray Alice found her wonderland.
— Lady Gaga (@ladygaga) October 30, 2013