Lady Gaga and fiancé Taylor Kinney take the plunge into frozen Lake Michigan for charity

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Lady Gaga and her fiancé Taylor Kinney braved the freezing waters of Chicago's Lake Michigan on Sunday to raise money for charity. The newly engaged couple were among more than 4,500 people to take part in the annual Polar Plunge event in aid of the Special Olympics.

It may have been the city's coldest February since 1875, but that didn't stop Taylor wading into the frozen lake topless, with just a baseball cap and shorts to protect him from the sub-zero temperatures.

Meanwhile Lady Gaga swapped her usual attention-grabbing outfits for a Chicago Fire t-shirt and leggings, offset with bold red lipstick. The singer received a piggyback from her fiancé into the lake, and Taylor also kindly lent her his cap to protect her blonde wig.

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Lady Gaga and Taylor Kinney participated in Chicago's Polar Plunge

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

The Born This Way singer also told her fans that she enjoyed participating in the charity event, writing: "feels so good to do things for a good cause like the Special Olympics. It's great donate money, but also great to donate a gesture of love for those who deserve to be showered with it."

Gaga and Taylor were not the only celebrities to participate in the annual charity event; other famous faces to take the plunge were actor Vince Vaughn and four of Taylor's Chicago Fire co-stars, Jon Seda, David Eigenberg, Randy Flagler and Brian Geraghty.

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Vince Vaughn also took part in the charity event

Lady Gaga is in the city to join her fiancé while he films the new series of the US TV drama. Just days earlier she joined Taylor's co-stars to celebrate their recent engagement, and made quite an impression on one co-star in particular – actress Sophia Bush described the 29-year-old as her "woman crush Wednesday".

The couple got engaged on Valentine's Day, and Gaga announced the happy news on Instagram alongside a picture of her stunning heart shaped diamond ring.

"He gave me his heart on Valentine's Day, and I said YES!" she told her Instagram followers.