Lady Gaga, top, gets a piggy back ride from her fiancée, Taylor Kinney, as they and members of the "Chicago Fire" cast take part in the Chicago Polar Plunge at North Avenue Beach on March 1, 2015 in Chicago.
Barry Brecheisen—Invision/AP
March 1, 2015 6:37 PM EST

It’s so cold not even Lady Gaga can help heat things up!

The pop star (and Julie Andrew’s new friend) showed up at Lake Michigan on Sunday to participate in the Chicago Polar Plunge, an event to raise money for the local chapter of the Special Olympics.

Gaga – fresh off her extraordinary performance of “The Sound of Music” at last Sunday’s Oscars – entered the frigid waters on the shoulders of her fiancé Taylor Kinney, who was also taking part in the event.

She wasn’t the only celebrity to take the plunge – four of Kinney’sChicago Fire co-stars (David Eigenberg, Randy Flagler, Jon Seda and Brian Geraghty) took the plunge as well. So did Vince Vaughn, who agreed to serve as the guest of honor after a successful social media campaign began on Twitter with the hashtag #VinnyDippin.

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