The 26-year-old 'Poker Face' singer stunned bidders by turning up at the auction, which raised over five million dollars, held by Julien's Auctions here, reported Rolling Stone magazine.
Gaga tweeted photos of herself and her bidding paddle at the sale, and later promised followers she would look after the things she purchased.
"The 55 pieces I collected today will be archived and expertly cared for in the spirit and love of Michael Jackson, his bravery, and fans worldwide," Gaga posted on Twitter.
The iconic jacket Jackson wore during his 'Bad' tour sold for USD 240,000 while two of the late King of Pop's famous crystal encrusted gloves sold for over USD 100,000 each.
The auction featured clothes from the collections of Jackson's longtime costume designers Dennis Tompkins and Michael Bush.
A portion of the proceeds will be donated to the Guide Dogs of America and Nathan Adelson Hospice of Las Vegas.