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The Capital Late Show With Marvin Humes 10pm - 1am
22 February 2011, 10:27
Looks like Lady Gaga doesn't feel cold.
She's been snapped out and about in a freezing New York wearing just a leotard, fishnet stocking and some more amzing platform shoes.
Accessories took the form of spiked gloves, and pointy nails.
Gaga was filming an HBO special in her native city and later tweeted "What a dream come true! Filming my HBO special of the Monsterball today, and just finished editing Born This Way video! Announcement Soon! X"