The singer's videos for 'Marry The Night' and 'You And I' weren't shortlisted despite being eligible.
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GaGa's fans expressed their anger on Twitter, with "VMAs are nothing without Gaga" trending on the social network.
GaGa has won 13 VMAs during her career and was nominated for a record nine in 2009. She memorably wore a meat dress to the 2010 ceremony.
She is currently preparing for the European leg of her 'Born This Way Ball' tour and will release her new album in 2013.
Rihanna and Drake lead the 2012 MTV Video Music Awards nominations, with five nods each. One Direction and Alicia Keys will perform at the ceremony.
Watch Lady GaGa's video for 'Marry The Night' below: