The singer will star in the show's season finale 'LIsa Goes GaGa', which will air on Sunday, May 20 at 8pm/7pm.
"I have always been a huge fan of The Simpsons. I was really excited and surprised," GaGa told ET.
"I've been itching to do some TV again and it was such an incredible script. It's so funny.
"Sometimes it was very endearing. Other times they were making fun of me and everybody else. It's sort of what I do as a performer."
GaGa added: "They're so wonderfully talented. I think I was more nervous than I have ever been because I have so much respect for them, I just wanted to do a good job."
Lady GaGa is currently in Taiwan on the Asian leg of her 'Born This Way Ball' world tour.
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Watch a behind-the-scenes video of Lady GaGa's cameo on The Simpsons below: