Gaga, 31, wears nothing but a green thong and black sunglasses in one part as she soaks up some sun with a pal.
Her locks are swept into a messy bun as she chats away while the camera's rolled away.
Meanwhile, she also finally discussed her long-running feud with pop icon Madonna.
The Pokerface singer explained: "The thing with me and Madonna, for example, is that I admired her always and I still admire her no matter what she might think of me. No, I do.
"The only thing that really bothers me about her is that I'm Italian and from New York so, like, if I got a problem with somebody, I'm gonna tell you to your face."
She continued: "But no matter how much respect I have for her as a performer, I could never wrap my head around the fact that she wouldn't look me in the eye and tell me that I was reductive or whatever... No no no, like I saw it on f***ing TV."
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Gaga added: "Telling me that you think I'm a piece of s*** through the media - it's like a guy passing me a note through his friend: 'My buddy thinks you're hot, here's his...'
"F*** you! Where's your buddy f***ing throwing up against the wall and kissing me?".
Gaga and Madonna seemed to get along when Gaga first burst onto the charts.
The pair posed together in 2009 at a Marc Jacobs fashion show and even had a pretend cat fight for a Saturday Night Live later that year.
Things changed when Gaga was accused of copying Madonna's hit Express Yourself when she released her track, Born This Way, in 2011.
Madonna went on to mash up Born This Way with her own 1989 hit that Gaga was accused of copying on her MDNA Tour in 2012, causing further tension.
But things seemed to be fine again the following year when the pair were pictured together at the Met Gala with Katy Perry.
However, in 2016 when Beats 1 Radio DJ Zane Lowe implied to Gaga that she and Madonna had very similar background stories, Gaga seemed annoyed by the comparison.
The documentary, which follows the star over an eight-month period as she records and releases her 2016 album Joanne, will had its world premiere at the Toronto International Film Festival.
Gaga previously shared some footage of the documentary on Instagram, including discussing her fear of being alone.
The star finds her life can go from an extreme of constantly being surrounded by people to be left in "total silence".
She said: "I'm alone, every night. And all these people will leave, right? They will leave, and then I'll be alone. And I go from everyone touching me all day and talking at me all day to total silence."
The documentary, will also show the Bad Romance rehearsing for her Super Bowl Halftime Show earlier this year.