The eccentric `Telephone` singer was booked to stay in London`s upmarket Dorchester hotel with her entourage, but after her staff checked in, she amazed onlookers by returning to her tour bus with her bodyguard, where they drove to a nearby Tesco supermarket and spent the night in the vehicle.
A source said: "It was really bizarre. All Gaga`s luggage - about 20 laminated boxes and suitcases - were dropped off at the Dorchester and her crew at about 3am.
"And 15 minutes later, the driver, one of her entourage and Gaga`s security guy got back on the bus and drove off, hitting the West Cromwell Road Tesco at about 3.30am.
"They went down a ramp to park and Gaga got them to turn off the ignition and bedded down for the night."
The star - whose real name is Stefani Germanotta - was later treated to breakfast in her bus, before heading off to start work for the day.
The source added to the Daily Mirror newspaper: "Seven hours later at 10.30am , a Mercedes SLK arrived, as well as a silver people carrier bringing a bag of shopping.
"Her guard slipped her out of the bus and into the Mercedes. Both the cars drive off, with Gaga heading to a recording studio."