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In the video Gaga sports a floral top and sips tea while dialing into Prince William to talk about his Heads Together initiative and her work as a mental health advocate.
William commended Gaga on her open letter about post traumatic stress.
"Harry, Catherine and I really felt this was such an important area that throughout all our charitable work, whether it was the veterans, homelessness, addiction, most of it seemed to stem back to mental health issues," he said of his work with his brother, Prince Harry, and wife, Kate Middleton.
"I read your open letter you wrote the other day and I thought it was incredibly moving and very brave of you to write down such personal feelings," he added.
He also asked the pop star about the experience of opening up about her mental health issues.
Gaga, 31, said she was nervous to do so at first, but went on to explain some of her reasoning.
"For me waking up every day and feeling sad and going on stage is something that is very hard to describe. There's a lot of shame attached to mental illness. You feel like something's wrong with you," Gaga said.
"In my life, I go, 'Oh my goodness, look at all of these beautiful, wonderful things that I have. I should be so happy.' But you can't help it if in the morning when you wake up you're so tired, you're so sad."
William also invited Gaga to meet up with him in October in the UK so they could collaborate on a future project with Heads Together.