In this study, firstly, we introduce the notion of lacunary invariant uniform density of any subset E of the set N (the set of all natural numbers). Then, as associated with this notion, we give the definition of lacunary I_σ-convergence for real sequences. Furthermore, we examine relations between this new type convergence notion and the notions of lacunary invariant summability, lacunary strongly q-invariant summability and lacunary σ-statistical convergence which are studied in this area before. Finally, introducing the notions of lacunary I_σ^*-convergence and I_σ-Cauchy sequence, we give the relations between these notions and the notion of lacunary I_σ-convergence.