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The pop singer, who wore her hood up, added a pair of white Nike trainers to the look and covered her eyes with a pair of huge black shades.
Gaga also crunched her hands into a claw shape which she uses as a symbol to her 'little monsters' fanbase.
Hotly-anticipated: The highly-anticipated evening was held on the jazz singer's 95th birthday at Radio City Music Hall in New York, and was billed as Bennett's 'last NYC performances'
Team: Tony and his wife Susan Crow, 54, were also pictured leaving the concert venue surrounded by a security team
Dressed down: Gaga was dressed in a comfortable low-key ensemble, which consisted of a cropped beige hooded jacket and a pair of matching tracksuit bottoms