The singer performed 'Princess Die' at her 'Born This Way Ball' show in Melbourne, Australia.
Lady GaGa insisted that she is uncertain whether the song will be included on her third album.
The track is a ballad and was described as "sad" by the star, but she explained that it is no way reflective of the tone of her new album.
Lyrics include: "Leave the coffin open when I go, and leave my clothes and lipstick on, so everybody knows.
"Maybe I'll just clean the s**t off of these fancy shoes. Wish that I was strong, I wish that I was wrong. I wish I could cope, but I took pills and left a note.
"I wish I would go in my rich boyfriend's limo. Right after he proposed with a 16 carat stone wrapped in rose gold. She just wants to sleep. The final act of life will be my own hands to do, I'll be a Princess and die with you."
Lady GaGa recently confirmed that she will officially unveil the title and release date of her third studio album in September, after playing it to record bosses for the first time earlier this year.