Towards the end of the tune, the superstar hid behind her dancers, strapped on the belly and was lifted into a birthing chair, complete with stirrups.
To add to the wacky routine, her leather-clad dancers then showered Gaga with gold paint.
The singer also performed Judas on the comedy show and new song Edge of Glory.
Gaga showed off her comedy skills too - joining show host Justin Timberlake for three skits.
The odd couple performed a reworked jingle of Flo Rida's Low and a fun cover of Diana Ross and Lionel Richie's Endless Love, retitled Endless Buzz.
Poker Face singer Gaga also joined Timberlake and SNL comedian Andy Samberg for the latest in their digital shorts series - the trio teamed up for a spoof video to accompany the song Threeway, in which Timberlake and Samberg discover they're dating the same girl (Gaga) - who wants to have sex with both of them.
The song's hilarious lyrics included the line: "It's not gay if it's a threeway."
The pop duo's pairing brought Saturday Night Live its highest rated season finale in seven years.