Speaking on stage, she said: "When I went backstage, Christian was by the stairs making sure I was OK. The best part about being in love with someone is having them there to catch you if you fall."
Sources have previously stated that the pair have been "totally inseparable" ever since they were spotted getting cosy at a Kings of Leon concert in January.
And in Gaga's recent documentary 'Gaga: Five Foot Two' the star explained that she often asks Christian, as well as the other members of her family, for advice when it comes to her career.
She said: "It's not just about it being my boyfriend. I ask that of many people in my life, and my family, all the time.
"At the end of the day, I'm my father's daughter, my mother's daughter, my sister's sister."