The actor, 44, was got a giant hug from the songstress, 32, while appearing in front of the audience at her Enigma residency.
As for the outfits, Cooper rocked fitted jeans and a dark jacket paired with a V-neck shirt. He also wore a hat which he took off while performing on stage.
The duo walked together to the center stage as the Gaga helped mic up Cooper. The crowd then erupted in applause as they belted out the duet. Concertgoers looked wild while they were performing.
Their concert comes just one day before the SAG Awards 2019 which was hosted by Megan Mullally on Sunday, January 27.
Both stars were both nominated for awards for their roles in the 2018 drama romance film. Gaga was nominated for outstanding performance by a female actor while Cooper was nominated for outstanding performance by a male actor in a leading role.
Earlier this month, "Shallow" received the Golden Globe for Best Original Song – Motion Picture. The song also won the Best Song Award at the Critics' Choice Award 2019, where the songstress also received an award for Best Actress.
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