A Very Gaga Holiday is a live EP released by Lady Gaga, containing songs performed at the ABC Christmas special A Very Gaga Thanksgiving. It was made available for purchase in the US on November 22, 2011, exclusively on the iTunes Store and Amazon, and on November 26 in the rest of the world. The EP is made up of jazz covers of the songs "Orange Colored Sky" and "White Christmas", the latter featuring an extra verse, and acoustic versions of "You and I" and "The Edge of Glory", both songs originally from the singer's second studio album, Born This Way (2011). A recurring theme on the EP is Gaga stopping midway through singing to engage in conversations with the listeners.

Following its release, A Very Gaga Holiday received mixed reviews from music critics. Reviewer Stephen Thomas Erlewine, writing for Allmusic, listed "White Christmas" and "Orange Colored Sky" as highlights, while Amelia Proud, writing for the Daily Mail, found the release to be uninspiring and weaker than Gaga's other works. A Very Gaga Holiday entered the album charts of Canada, France and the United States, while "White Christmas" entered the singles chart of Belgium, Japan and the United Kingdom.

Gaga covered "Orange Colored Sky" during a surprise appearance at The Oak Room in New York City on September 29, 2010, and again on January 5, 2011.Brian Newman served as a guest performer on trumpet for performances at the Robin Hood Gala on May 9, 2011, to benefit the Robin Hood Foundation, and at BBC Radio 1's Big Weekend in Carlisle, England on May 15, 2011. Gaga later performed it on the ABC Christmas special A Very Gaga Thanksgiving, along with a cover version of "White Christmas". Gaga put emphasis on the jazz side of the song. She added a second verse, describing the original song as "too short". In the verse, Gaga describes a snowman, saying that Santa Claus is on his way to meet him. The lyrics end with Gaga saying, "Okay, so I suppose it's not very white outside yet." The songs on A Very Gaga Holiday were recorded during the shooting of A Very Gaga Thanksgiving at the Convent of the Sacred Heart, New York City.

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