Prior to Gaga's performance at the venue, which was beautifully lit up with a bright pink "Happy Holidays From Lady Gaga" sign, the New York native spoke with BBC News about the secret show, and her role in protecting LGBTQ rights as America gears up to welcome President-elect Donald Trump into the White House.
"What is very important to me is that the LGBT community in America knows that myself, as well as all members that love the LGBTQ community, are going to do everything that we can to protect the social progress that we have made over the last eight years," she said. "The truth is that political progress cannot happen unless there is social progress."
"We need to stay in a kind place," she continued, "and we need to bond during this time, and be as harmonious as possible, and intelligent in the way that we approach this."
"I've done a lot in my career and I'm sure there's many people that would say, 'Lady Gaga's no role model,'" she added. "'Did you see this performance? Did you see that performance?' But the truth is that when I was younger, I didn't quite understand the amount of attention that I had, the amount of people that would listen to me. I'm older now and I am aware of my voice in the world and I want to be as much of a role model as I can be through my music, as well as my performance."
Gaga's surprise show came just one day after she performed during the Victoria's Secret Fashion Show in Paris, France. ET was backstage and talked to Gaga, who compared the highly anticipated appearance to singing the national anthem at last year's Super Bowl.