The track - titled 'Little Monsters' - was written especially for the episode and is a parody of her relationship with her dedicated fanbase.
The star refers to a number of Simpsons characters in the track, including Disco Stu, Professor Frink and Grandpa Simpson.
Lyrics in the song include: "When they're young, all little monsters learn that they are scary, ugly, stupid, shunned by cupid, overweight, and hairy.
"But every monster needs to find that secret deep inside, that transforms Dr Jekyll into sexy Mr Hyde."
Lady GaGa previously confessed that appearing on The Simpsons was the most nervous she has ever been in her career.
Watch Lady GaGa perform 'Little Monsters' on The Simpsons below: