The 36-year-old rapper popped the question to the reality TV star at AT&T Park in San Francisco on her 33rd birthday on October 21, and was forced to pay an orchestra $50,000 to play Lana's hit 'Young & Beautiful' after the 27-year-old singer ''politely declined'' his request to sing the track, which is one of Kim's favourites, live.
A source told gossip website RadarOnline.com: ''(Kanye) asked Lana to perform for Kim at surprise marriage proposal in San Francisco.
''Lana politely declined, and didn't give any reason for not being able to perform. It was a very firm no from Lana and her camp. Kanye did try to push it, but didn't get anywhere. Kanye decided to hire an orchestra to perform the song for Kim, and he was much happier with how it turned out.''
The insider added: ''Kim was bummed that Lana didn't perform for the big event, but she is still a huge fan. She just loved that Kanye tried to make it happen. Kim is jokingly saying Lana will want to perform at their wedding.''
Kim, who has a four-month-old daughter, North West, with Kanye, previously revealed their wedding will be whatever fiance wants and they are hoping to marry in Paris next summer.
There are currently five separate teams working on 'Game of Thrones' projects at HBO.
She's a big fan of the band and this week she got to perform with them.