A week after she stood hand-in-hand with sexual assault victims at the Oscars, Lady Gaga showed her support for the Special Olympics in Chicago with her fiancé Taylor Kinney. The couple participated in the 16th Annual Chicago Polar Plunge for a second year in a row.

Nearly 6,000 people took the plunge into Lake Michigan on Sunday morning, choosing either to go in ankle deep, up to their knees or all the way under. Gaga, 29, and Kinney, 34, chose the latter, emerging from the water completely soaked.

"We had such a good time! Though I can tell Taylor's shorts were freezing in this pic!" the 29-year-old singer captioned her Instagram photo. She wore an all-black ensemble topped with a Chicago Blackhawks cap while Kinney went shirtless with a pair of black shorts.

 We had such a good time! Though I can tell Taylor's shorts were freezing in this pic !

A photo posted by Lady Gaga (@ladygaga) on Mar 6, 2016 at 9:47am PST

The celebrity couple went for a cool dip alongside Kinney's co-stars from "Chicago Fire" and sister shows "Chicago P.D." and "Chicago Med." Other star participants included "Today" show colleagues Al Roker, Tamron Hall and Dylan Dreyer.

The "Chicago Fire" star couldn't get Steve Harvey to take the plunge after he challenged him on his talk show in October. Harvey joked at the time that he would need "a wet suit, a helmet, a life vest and a damn boat" to get out there.

Lady Gaga added in another Instagram pic, "We love the city of Chicago and the Polar Plunge for The Special Olympics. These men and women are brave and powerful. Me and Taylor love getting cold in your honor every year."