Gaga has spent two years recording an album of jazz standards with Tony Bennett called Cheek To Cheek, to be released in the autumn.
"You know, it's funny, but jazz comes a little more comfortable for me than pop music, than R&B music," Gaga said.
"I've sang jazz since I was 13 years old, which is kind of like my little secret that Tony found out. So this is almost easier for me than anything else."
Gaga, 28, made the comments with Bennett, 87, by her side before the duo's taped performance at Jazz at Lincoln Centre in New York City, where her parents attended.
They first collaborated on Bennett's Grammy-winning, platinum-selling 2011 album Duets II. Bennett said fans would be impressed with Gaga's vocal performance on the upcoming album.
"They're going to say we had no idea she sings that well," he said. "And they're gonna say they had no idea that Tony dressed so crazy," Gaga added, as Bennett smiled.
"When you come out in your meat dress Tony, nobody is going to know what's going on."
Cheek To Cheek is Gaga's first release since last year's Artpop. Bennett released a collaborative album with Latin singers in 2012 called Viva Duets.
The duo performed at the Montreal Jazz Festival earlier this month and surprised high school students the Frank Sinatra School of Arts, founded by Bennett, in Queens last month.
Gaga, who is currently on her Artrave: The Artpop Ball tour, says she is "actually happier than I've ever been".
"There's 60 years between us, and when we sing, there's no distance," she said of working with Bennett.