The dogs "Koji" and "Gustav" were handed in by a woman at a police station in Los Angeles.
The woman is not suspected of having been involved in the theft, but it is currently unclear how she got hold of the dogs.
Koji and Gustav were stolen on Thursday when one of Lady Gaga's employees was out resting them.
Pictures from a surveillance camera at a resident of Hollywood show how a bright car stops next to the dog guard and two men jump out.
The dog guard was shot in the chest and suffered serious injuries but he is expected to be fully recovered.
A third of Gaga's dogs who were on the dog walk managed to escape and was later found.
Lady Gaga has previously promised a reward of half a million dollars to the one who returns the dogs - "without any questions".