Lady Gaga, Bill Murray, David Letterman

Jeffrey R. Staab/CBS

Bill Murray's appearance on Wednesday's Late Show With David Letterman turned out to be a pretty memorable one for the guy.

At one point during his visit, the actor revealed that one of the things on his bucket list was to meet Lady Gaga.

"I haven't done that yet. Is there any way?" Murray asked Letterman.

Well, lo and behold, out walked Mother Monster herself, much to the delight of everyone in the studio.

Decked out in a giant yellow wig and fishnets, Gaga happily posed with the two gentlemen as Murray snapped a selfie of the three of them.

"I can't believe you kids haven't met," Letterman said, to which Murray replied while staring at the Grammy winner, "No, I would have remembered."

Gaga then proceeded to say, "Hey, what are you guys doing tonight, because I have a show across the street and if you want to come over, I'll bring you. You can see the performance. I'll bring the audience...You can come over and I'll sing you some songs."

Naturally, the audience erupted with applause and, sure enough, were subsequently escorted to the Roseland Ballroom by Gaga, Letterman and Murray.

Gaga is performing at the famed New York City concert hall all this week before it permanently closes its doors.

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