Lady G also claimed that Joe isn't a fan of some of her most eccentric outfits, stating that he often requests she "dresses normally."
The Poker Face star added: "My father quite often is just like, 'Can't you just put on this'."
In other GaGa news, the songstress has urged her Malaysian fans to "peacefully" protest over the decision to censor "pro-gay" lyrics on her latest single, Born This Way.
She claimed that it was her Little Monsters "duty as young people to have their voices heard."
Calling for the protests, Lady G - real name Stefani Germanotta - said: "You must do everything that you can if you want to be liberated by your society, you must call, you must not stop, you must protest peacefully."