Before performing, the duo discussed how they met, and Gaga shared childhood memories of her father singing along to Tony Bennett while cooking spaghetti and meatballs.
"You two are a little bit of an unusual pair," Colbert said. "Tony, you're known for leaving your heart in San Francisco. Gaga, one might expect you to find it and turn it into a hat."
"Cheek To Cheek" was released on Streamline/Columbia/Interscope Records Sept. 23.
Watch the two duet on "Cheek to Cheek" below.