The 30-year-old songstress broke down into tears after returning backstage near a locker room, reported E! online.
"She was so happy with her performance. It was everything and more than what she expected," the source said.
The diva had gone all the way rehearsing for her aerial flips.
But Gaga hugging one of the fans was a spur of the moment decision, the insider adds.
"She is so emotional now and so pleased. She thanked everyone involved with this production. She is so kind and thankful to everyone working with her," the source added.
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