The `Judas` hitmaker - who recently split with `Vampire Diaries` star Taylor Kinney - admitted she began cherishing her "loneliness" at the age of 20 when she decided to seriously pursue a career in the music industry.
She said: "I began to cherish my loneliness. I have, sort of, since I was around 20 years old.
"I was very depressed when I was 19. I decided to pursue music, so I dropped out of school and I told my parents I didn`t want any money from them. I got three jobs and I just hit the ground running.
"I would go back to my apartment every day and I would just sit there. It was quiet and it was lonely. It was still. It was just my piano and myself. I had at television and I would leave it on all the time just to feel like somebody was hanging out with me."
However, Gaga`s life of solace in New York did lead her to start using cocaine heavily and even though the drug is associated with partying she would take it on her own.
She said: "When I was doing cocaine, it was like the drug was my friend. I never did it with other people. It`s such a terrible way to fill that void, because it just adds to that void, because it`s not real."
Eventually she decided to give up the drug when she began to feel like an "asshole".
Speaking on `The Conversation with Amanda de Cadenet, she said: "I sort of f***ing woke up one day and was like, `You`re an asshole. You`re not an artist. If you were a real f***ing artist, you`d be focused on your music. You wouldn`t be spending your money on the white devil."