According to the Rio city hall, 2.1 million people attended the free concert of the American pop icon on Saturday.
The Civil Police of Rio de Janeiro state, working in co-ordination with the Justice Ministry, said the bomb plot was orchestrated by a group promoting hate speech against the LGBTQI community and the radicalisation of teenagers.
According to the AP report, police said the group sought to radicalise and recruit teenagers to carry out attacks using Molotov cocktails and improvised explosives.
"We learned about this alleged threat via media reports this morning," a spokesperson for Gaga said in a statement first issued to The Hollywood Reporter.
"Prior to and during the show, there were no known safety concerns, nor any communication from the police or authorities to Lady Gaga regarding any potential risks.
"Her team worked closely with law enforcement throughout the planning and execution of the concert and all parties were confident in the safety measures in place."
In an earlier post on Instagram, the singer praised her Brazilian fans.
Gaga - whose real name is Stefani Germanotta - did not address the incident, but said: "Nothing could prepare me for the feeling I had during last night's show - the absolute pride and joy I felt singing for the people of Brazil.
"The sight of the crowd during my opening songs took my breath away. Your heart shines so bright, your culture is so vibrant and special, I hope you know how grateful I am to have shared this historical moment with you.
"An estimated 2.5 million people came to see me sing, the biggest crowd for any woman in history.
"I wish I could share this feeling with the whole world - I know I can't, but I can say this - if you lose your way, you can find your way back if you believe in yourself and work hard."
According to reports, authorities arrested two people in connection with the planned attack - the alleged leader of the group on illegal weapons possession charges in Rio Grande Do Sul, and a teenager on child pornography charges in Rio.
The operation was based on a report by the ministry's cyber operations lab following a tip-off from Rio state police intelligence, which uncovered digital cells encouraging violent behaviour among teenagers using coded language and extremist symbolism.
A man described as the group's leader was arrested in the southern state of Rio Grande do Sul for illegal possession of a firearm, while a teenager in Rio de Janeiro was detained for storing child pornography.
Authorities carried out over a dozen search and seizure warrants across the states of Rio de Janeiro, Mato Grosso, Rio Grande do Sul and Sao Paulo.
with reuters
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