The first event will take place at the 25,000-seat St. Petersburg Sports and Concert Complex in St. Petersburg Dec. 9, RIA Novosti reported.
The 26-year-old singer is also expected to perform at Moscow's 80,000-seat Olympic Stadium Dec. 12.
The concerts are part of the singer's tour to support her 2011 "Born This Way" studio album, which topped the charts in many major markets and generated chart-topping singles including "Born This Way," "Judas" and "The Edge of Glory."
St. Petersburg, known for fostering popular music, has also hosted Paul McCartney and the Rolling Stones.
The "Born This Way" tour -- Lady Gaga's third -- includes at least 110 concerts that started in Seoul April 27, went throughout Asia and the Pacific rim and takes her across Europe through early October.
The European leg is to be followed by Latin America and South Africa before she goes to Russia.
She is expected to tour North America starting in January.
Lady Gaga canceled a performance at a Moscow music awards event June 1 and was sued by MTV-inspired Muz-TV for $1.5 million.