It was not immediately clear how she came to have the animals. Capt Tippet said “we are not providing any additional information at this time”.
The dogs have been “safely reunited with Lady Gaga representatives”, the LAPD said, adding there have been no arrests made.
Lady Gaga, whose real name is Stefani Germanotta, is in Rome where she is shooting Sir Ridley Scott’s film about the Gucci fashion dynasty.
In a post on Friday, she pleaded for the dog’s return as “an act of kindness”.
She also praised her dog walker, adding: “I continue to love you Ryan Fischer, you risked your life to fight for our family.
“You’re forever a hero.”
Fischer tried to fight the two robbers off and was shot by one of the men wielding a semi-automatic handgun, according to police.