The 24-year-old phenomenon carried a coat but resisted wearing it despite the freezing temperatures and raised eyebrows.
Gaga wore a side swept long ponytail and her trademark heel-less boots.
The Born This Way hit-maker stopped in the rain to sign autographs for fans and pose for pictures before heading to her Buffalo concert.
She covered her eyes with dark glasses and accessorised with large hoop earrings, fingerless black leather gloves and pink and purple lipstick.
