The 'Poker Face' singer was approached by officers when she visited St. Basil's Cathedral, in Moscow, over her choice of outfit.
She wrote on her Twitter page at the weekend: "They tried to arrest me in Russia, for leather at St. Basil's. But all is calm in the red square, as I leave the east Parisbound. (sic)"
The 23-year-old pop star is well known for her skimpy outfits, and is regularly seen wearing just underwear on evenings out.
She has previously admitted her wacky fashion sense has caused her problems with the law, explaining a Chicago policeman once took exception to her tiny shorts.
She previously revealed: "I was outside the Lollapalooza festival in Chicago and this policeman came up and told me my hotpants were too short. They weren't really pants at all, but he got upset and I got a citation. All people will have seen is this half-naked girl on the street yelling, 'It's fashion! I'm an artist!' "
Lady Gaga is not the only celebrity to have recently caused upset with their appearance
Good Charlotte rocker Joel Madden was forced to cover his arms on a recent flight from London after a British Airways attendant took offence to his tattoos.
Joel, the boyfriend of Nicole Richie, also took to Twitter to let off steam after the event.
He wrote: "I still can't believe Brit Air discriminated me for tatts. Unheard of. the guy was literally disgusted by me. I'm gonna write a letter!!
"its not in the rules that i can find.my tatts arent offensive.looking into it. i havent felt this small since the first time i asked nic out. (sic)"
A British Airways representative has since announced the worker is being reprimanded, adding: "We don't understand why the employee took it upon himself to enforce regulations that don't exist."