Lady Gaga Rushes to MSG For Show After Winning Artist of the Year at VMAs

Lady Gaga gave a speedy speech at the MTV Video Music Awards ... 'cause she's a busy artist whose gotta put on a show across town soon!

The singer-songwriter was named Artist of the Year at the VMAs Sunday night ... and, she took the stage to thank her fans and her fiancé Michael Polansky -- becoming visibly choked up as she did so.

LG then said she's sorry she can't stick around ... but, she's got a good reason -- she's actually performing at Madison Square Garden tonight!

The VMAs are going down at UBS Arena in Elmont, New York near Queens ... a little more than 18 miles from MSG in Manhattan.

The show's part of Gaga's "The Mayhem Ball" tour ... and, the second night in a row she's playing at the famed venue. Gaga's tour kicked off on July 16 in Vegas and is scheduled to end on January 30 in Tokyo.

BTW ... Gaga beat out some big names for the Aritst of the Year trophy -- including Taylor Swift and Beyoncé who are still tied for the most VMAs of all time.