She's also used her "Enigma" show as a platform to discuss current events and issues.
Seemingly reluctantly, the actor joined her onstage, following her to the piano before quipping that "Jackson Maine would never wear these", as he struggled with some in-ear monitors. Cooper, clearly relaxed despite making a debut for the song on the live stage, responded "I can't hear anything".
But she faces stiff competition from Glenn Close in The Wife, Olivia Colman in The Favourite, Emily Blunt in Mary Poppins Returns and Melisa McCarthy in Can You Ever Forgive Me?
"I happened to be at a cancer fundraiser and she was singing La Vie en rose and I was blown away".
Watch the videos Kevin captured and check out Kevin's interview with Cooper and Gaga on the film in the player above. After the performance, he reportedly threw a hat into the crowd.
The track has already won awards from the Critics' Choice Awards and the Golden Globes.
The crowd went wild when Cooper, who directed and co-starred in the Oscar-nominated film with the pop star, appeared on stage.
A second live performance of the "Shallow" duet may be forthcoming.