The 37-year-old pop icon joined Bono, the Edge, and Adam Clayton on stage Wednesday night at the city's cutting-edge concert venue for a previously unannounced 16-minute show that was part of the Irish band's current U2:UV Achtung Baby Live at Sphere residency.
"This next song I tried to write from a woman's point of view, sing it from a woman's point of view, as absurd as that sounds — that was the secret I kept," Bono told the audience, setting up 1989's "All I Want Is You" as the group's next number. "I've sung it to women, but I've never sung it with a woman. We're going to do just that tonight. Not just any woman — the most audacious, vivacious woman in any room she's ever in. Will you welcome to our turntable, the divine, the divinal Lady Gaga."
Gaga took to the stage and hugged Bono and they launched into the tune, before transitioning into a cover of Gaga and Bradley Cooper's Oscar-winning A Star Is Born soundtrack hit "Shallow."
Between songs, Gaga joked with the audience, telling them "I was in the desert, and I ran into you f---ing guys."
Following more banter, U2 and Gaga — who was filmed in attendance at one of the group's concerts at the Sphere earlier this year — closed with one final song: a rendition of their 1987 classic "I Still Haven't Found What I'm Looking For."
Kevin Mazur/WireImage for Live Nation Lady Gaga and U2 perform in Las Vegas at 'U2:UV Achtung Baby Live at Sphere'
The set marked the latest in a growing line of rock-oriented endeavors for the Joker: Folie à Deux actress, whom many fans speculated is working on her next album after she was spotted leaving a recording studio last week in Manhattan.
"There's always music in my heart, in the works. It's just about [asking], 'What will it be?'" Gaga told EW of a potential new album in 2021. "I'm not ready to answer that yet. But what I will say is that... I'm always thinking about music. It just comes out in different forms."
Watch Gaga and U2 perform at the Sphere above.
Sign up for Entertainment Weekly's free daily newsletter to get breaking TV news, exclusive first looks, recaps, reviews, interviews with your favorite stars, and more.