The 100-strong audience at the venue, a converted power station in east Berlin, "were all ecstatic fans and c-list celebrities" reported the Spiegel.
Gaga has been in the capital since Wednesday, when hundreds of fans waited for autographs in front of the Hotel Ritz Carlton in Postdamer Platz where she is staying.
CLICK HERE for photos of Lady Gaga in Berlin
The singer, whose real name is Stefani Germanotta, refers to her fans, many of whom are in their teens, as "little monsters."
The new album is supposed to be a "rebirth" of the concept of pop art, with the cover featuring a work of pop artist Jeff Koons.
The album features such song titles as Sexxx Dreams, Venus and Dope.
CLICK HERE for photos of Lady Gaga in Berlin
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