The pop superstar played a seven-show run at the Manhattan concert hall which concluded on Monday with a gig marking the last ever performance at the venue.
After opening the final show with her hit Born This Way, Gaga told the crowd, "Everybody is here for one reason - to say goodbye to this beautiful fantasy, this Roseland... We have to give this place a proper send-off."
The stage set was covered with roses, replica fire escapes and a subway train in tribute to the New York location, and Gaga streamed the show online so her fans could watch live on the Internet.
During the concert, Gaga recalled her previous experiences of the Roseland Ballroom, revealing she suffered a broken nose after getting caught in the mosh pit at a gig by Scottish rockers Franz Ferdinand a decade ago.
The Poker Face star closed the show with an energetic performance of her latest single G.U.Y.
She wrote in a post on Twitter.com on the night of the closing concert, "I feel such a strange rush of emotions, saying goodbye to such a special venue and a 7 night only special show."