Midway through her 18-song set, the six-time Grammy winner played the new single for the first time, sending her fans into wild excitement, reported Us weekly.
"I've been so excited for this next part of the show because I've been trying to keep it a secret for so long. I've been in the studio and I'd like to debut a brand new song, 'The Cure'," Gaga, 31, told the crowd.
The songstress performed her greatest hits like "Just Dance," "Born This Way" and "Bad Romance."
Gaga replaced Beyonce as this year's headliner after the "Lemonade" hitmaker announced her pregnancy.
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