The 23-year-old American pop star played two shows at Auckland's Vector Arena on March 13 and 14, with audience members at the first show reporting she had to be carried offstage at the end.
Footage from the concert showed her sitting and lying down for much of her closing number, Bad Romance.
Lady Gaga, real name Stefani Germanotta, told Australian radio show Kyle and Jackie O she passed out "about three times on stage" on March 13 due to jetlag.
"I'd rather die on stage than walk off because I was going to pass out," she said.
Fans in the audience on both nights were affected by the heat, with some fainting and being removed by security.
Concertgoers on the second night told NZPA the singer appeared to have recovered.
