A 26-year-old Russian fan named Anastasia Obukhova, had threatened to shoot the "Bad Romance" star in the head.
In the letter obtained by Gaga's management, the New York based student said: “You come to my dreams. I want to die and I want to die together with you.”
The Russian fan references John Lennon's assassin Mark Chapman in the letter also.
"I am not Mark Chapman. It is not only you who will die. I will shoot a bullet through my head too."
Obukhova is banned from going within 500metres of Lady Gaga under the terms of the restraining order.
The New Yorker who is usually surrounded by a band of body guards has reportedly stepped up her security.
A source close the singer told The Sun newspaper: “Security is always tight around her but even more so now she's on tour. Her team won't take any chances.”