The 26-year-old 'You and I' hitmaker was performing on stage while attached to a rope hung over a vertically placed metal pole.
When one of her backing dancers picked the pole up and was turning it from its vertical position to carry it off horizontally, Gaga raised her head and the pole came crashing down on her, reported TMZ online.
She later admitted to the audience that she had hit herself.
"I want to apologise. I did hit my head and I think I may have concussion. But don't you worry, I will finish this show," she said.
Gaga has already performed in South Korea, Hong Kong, Japan, Taiwan, Philippines, Thailand and Singapore. Her concert in Indonesia was cancelled after Islamic hardliners threatened violence if the popstar performed.