Video: Lady GaGa Performs 'G.U.Y.' During First Performance on 'Late Show'

The Mother Monster takes the late night show's audience to the Roseland Ballroom, where she performs her songs including 'G.U.Y.' and 'Dope'.

Lady GaGa gave audience a surprise when she finally took the stage of "Late Show with David Letterman" on Wednesday night, April 2. The Mother Monster entered the famous Ed Sullivan Theater just to bring the entire audience of the late night show to the Roseland Ballroom across the street.

Rocking a giant yellow wig, GaGa was joined by host David Letterman and funnyman Bill Murray to lead the crowd to the historic venue which will close its doors for good after the "Applause" singer wraps up her 7 sold-out shows there next week.

The 500-member audience was then treated to the first TV performance of GaGa's "G.U.Y.". The New York native was seen being accompanied by some dancers as she sang the third single off her "ARTPOP" album.

That night, she also performed another track called "Dope". Donning a red dress and a pair of black shades, she sang the slow-tempo song while playing the rose-covered keyboard. She was backed by a band.