The "Born This Way" singer plays The Countess Elizabeth in the show's fifth season, reported Digital Spy.
"It's been so fun," Gaga said at the show's premiere, calling the show a masterpiece and praising creator Ryan Murphy.
"Everybody on this cast has been really open and available to me in a very honest way, so I'm able to be myself in a way I feel like I haven't been in a really long time, so they are just making me feel so alive."
In the show, the 29-year old singer's glamorous character tend's to the Hotel Cortez's halls and is surrounded by strange children known as the Towheads.
The plot revolves around the Ten Commandments Killer, which the hotel gets caught up in. It follows a detective (Wes Bentley) who investigates the murders.
Meanwhile, Lady Gaga is currently working on a new album, which her friend Elton John has described as "absolutely fabulous".
"American Horror Story: Hotel" continues on FX on October 14.
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