"Gaga told me, 'Don't let Tony watch it!'" Bennett's wife, Susan Crow, told PEOPLE during the American Natural History Museum Gala.
"I told Gaga I was watching it and she said, 'Please don't let Tony see it – I'm serious! Don't let him watch it!' And now that I've seen some of it I'm like, 'Oh, I understand!'"
Crow thinks Gaga's AHS performance is just "great" – and though she says the hit show "might be a little much" for her husband, she thinks Bennett would enjoy it.
And I know that he knows I'm unfaithful
And it kills him inside
To know that I am happy with some other guy
I can see him dying
I don't wanna do this anymore
I don't wanna be the reason why
Every time I walk out the door
I see him die a little more inside
I don't wanna hurt him anymore
I don't wanna take away his life
I don't wanna be...
A murderer
