The eccentric singer appeared as 'Jo Calderone' at the recent MTV Awards and says creating an alternative persona for herself gave her a new understanding of some of her feelings and actions.
She said: "I thought it would be an interesting exercise to create someone who's not me, someone infinitely more relatable than me.
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"It took a performance piece for me to understand things about who I am. And through doing this, I learned about how I am in bed.
"I said, 'Isn't it strange that I feel less able to be private in private and more able to be private in public?' And Larry [Arancio, acting coach], said, 'Well, maybe that's the problem.'
"As we were working and talking this through, I remember one of the things I said when writing was that I cover my face a lot when I have an orgasm. Like I'm ashamed or something."
Gaga admits she struggles in her personal relationships because she is unsure how to behave due to the fact she is so "open" in her performances.
In an interview with Vanity Fair magazine, she said: "When I'm on stage, I'm so giving and so open and myself. And when the spotlight goes off, I don't quite know what to do with myself."