Following his YouTube video in which he told fans of his news, Gaga tweeted: "Between @TomDaley1994 and @Magicjohnson's Oprah Interview about his son, what an inspiring and brave week!"
When asked about the message on 'Alan Carr: Chatty Man', the 'Applause' singer slammed Russia's anti-gay rights stance.
Lady Gaga on Alan Carr's 'Chatty Man'
"I don't think that we should be going to the Olympics at all," she said.
"I mean, I would never take anything away from their hard work, I just think it is absolutely wrong for so many countries to send money and economy in the way of a country that doesn't support gays.
"They pepper spray and beat them in Russia."
Tom Daley told fans about his same-sex relationship in a YouTube video on Monday
While Tom will not compete in Russia next year, she added: "It made me very sad to see the pain that some of the gay kids are in in Russia, and for the world to send their finest for the Olympics.
"I can’t, it just feels so wrong and sad. I hate saying that because I’m so excited for those like Tom Daley to go and to win and to rejoice."
'Alan Carr: Chatty Man' airs on Friday on Channel 4 at 10pm.