The duo was backed by a band while showcasing their vocals during their appearance on 'Good Morning America', reported Ace Showbiz.
The 28-year-old 'Born This Way' hitmaker donned a silver floor-length gown paired with a white fur scarf while Bennett, 88, wore a navy blue suit teamed with a red tie.
Gaga and Bennett's version of 'Winter Wonderland' is featured on their joint jazz album, Cheek to Cheek, which peaked at No 1 on Billboard 200 following its release earlier this year.