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.
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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.