It all happened when the "Born this way" singer invited a fan up on stage at Enigma Las Vegas residency on Thursday.
Gaga had her legs wrapped around the fan's upper body when he accidentally stepped off the stage and sent them both tumbling to the ground, reports independent.co.uk.
In a video captured by a fan, which has gone viral on the net, Gaga can be seen messing around with the man who lifts her up. They are seen dancing until they lose balance and fall off the stage. They are helped to their feet by security.
"Holy sh** I can't believe I got that on camera," the fan wrote while sharing the video of the incident on Instagram. "Wait for her to fall, holy sh**!"
While it is not clear if Gaga was injured in the accident, she immediately made her way back to the stage alongside the fan, insisting that it was not his fault.
"Everything's okay. We need some stairs by the damn stage so I can get back up," Gaga said.
After asking the fan if he was okay, Gaga said: "It's not your fault That was a fall. Can you promise yourself, can you just forgive yourself right now for that happening?"
Sitting by a piano for her next song, Gaga asked the fan, named Jack, to accompany her.
After learning of how long the fan had admired her, Gaga said: "11 years and we f***ing love each other so much we fall off the damn stage. I've fallen off a stage before. You know what we did? We fell into each other's arms, Jack. We're like Rose and Jack from 'Titanic'."
( With inputs from IANS )