Lady Gaga and Taylor Kinney bravely face Polar Plunge for charity

A week after her mind-blowing Oscar performance, Lady Gaga returned yesterday (March 6) for a second year in a row with her fiancé Taylor Kinney to participate in Chicago's popular Polar Plunge.

The annual charity event is to help support the athletes of the Special Olympics and it takes place at North Avenue Beach.

Gaga gushed: "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."

Having done the plunge before, it was clear that the couple were having a great time, but that Gaga knew what she was letting herself in for as she jumped onto Kinney's back, held her nose and looked a mixture of happy and a little weary before they dipped into the freezing cold water.

Lady Gaga was dressed in insulating gear to stay warm as she bared the icy temperature, but handsome Kinney was surprisingly only wearing a pair of shorts and a baseball cap.

Later Gaga commented on Instagram: "We had such a good time! Though I can tell Taylor's shorts were freezing in this pic!"

The only one missing, who would no doubt have liked to have joined in on all the fun, was Lady Gaga's adorable little pup, Miss Asia Kinney.

Watch Lady Gaga and Taylor Kinney taking the plunge, below: