Before their leap into marriage, Lady Gagaand fiancé Taylor Kinney took a different plunge on Sunday…and for a great cause!

The 28-year-old pop star and 33-year-old Chicago Fire actor jumped into icy Lake Michigan in Chicago as part of the Polar Plunge, an annual event taking part in several cities across the United States to raise funds and awareness for the Special Olympics.

Outside temperature in Chicago on Sunday morning? Only 31 degrees Fahrenheit, 1 degree below freezing. Light snow fell throughout the day. The waters of Lake Michigan were actually slightly warmer…at 33 degrees.

Before taking the Polar Plunge, Lady Gaga, sporting a long platinum blonde weave, posted on Instagram a photo of herself wearing some Chicago Fire merch—a season 2 zip-up hoodie.

After they arrived on the shore, she took off the garment to reveal a navy Chicago Fire Department T-Shirt. Lady Gaga leaped onto the back of Kinney, who gave her a piggyback ride as they and scores of jumpers made their way through a cheering crowd, as seen in a video posted by NBC Chicago.

His co-star Jon SedaDavid EigenbergRandy Flagler and Brian Geraghty also took the plunge, as did Vince Vaughn, the outlet said. About 4,500 people participated in the event overall.

While several female participants stripped down to bikinis and other swimsuits, Lady Gaga jumped into the frigid lake while still wearing her T-shirt, dark pants and shoes, while Kinney took off his shirt and kept on what appeared to be long swimming trunks.

The singer was seen holding onto her beau in the icy water, splashing around and shivering as bits of snow and ice clung to her wet clothes and hair.

“My weave froze!!” she wrote on Instagram. “Taylor gave me his hat I thought my wig was gonna freeze into and become one with the lake.”

As they made it back across the shore, Lady Gaga and Kinney looked more than happy to dry off with fluffy white towels.

“Feels so good to do things for a good cause like the Special Olympics,” Lady Gaga said on Instagram. “It’s great [to] donate money, but also great to donate a gesture of love for those who deserve to be showered with it.” Gaga and Kinney started dating soon after meeting on the set of her 2011 music video “Yoü And I.” She announced their engagement on Valentine’s Day, posting a photo of her gorgeous (and huge) 6-carat, heart-shaped diamond ring, designed by Lorraine Schwartz and estimated to be worth up to $400,000. She did appear to wear the massive sparkler while taking the Polar Plunge.

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