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.