The 58-second clip that appeared on YouTube was accompanied by an ad for Gaga's upcoming album "Artpop," scheduled for release in November, the Los Angeles Times said Saturday.
The report described the video as showing the singer on her back while a man identified as Steve Bennett, manager and "head piercer" at Chicago's MasterMind Ink carries out the procedure.
The Times said the background music was "intense," but the piercing of Gaga's septum was carried out with a minimum of fuss and pain.
Lady Gaga was sidelined by hip surgery recently but will be back on stage in August to perform a new single from "Artpop" at the MTV Video Music Awards.
2014: The Year in Music [PHOTOS]