The 29-year-old "Bad Romance" hitmaker took to Instagram and shared a picture from the party with red water in the pool, reported Entertainment Weekly.
"A bloody pool for the cast, sorry #AHSfans, there's few pictures. At my parties, killer friends have more fun, when no evidence is left behind," she wrote alongside the picture.
Series creator Ryan Murphy tweeted that he had a dream where the cast went to Gaga's house and swam in blood red pool, following with another tweet that it "actually happened".
"Wait a minute, that was no dream...THAT ACTUALLY HAPPENED."
Gaga plays Elizabeth/The Countess, the owner of the Hotel Cortez on the fifth season of the show.
"American Horror Story: Hotel" is set to premiere on October 7.
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