Lady Gaga, donning a Chicago Blackhawks cap, and her fiancé, Chicago Fire star Taylor Kinney, were among thousands who jumped into frigid Lake Michigan at North Avenue Beach on Sunday morning to raise awareness for the Special Olympics. It’s the singer’s second time participating in the annual Polar Plunge charity event.

“We love the city of Chicago and the Polar Plunge for The Special Olympics,” Gaga posted on Instagram. “These men and women are brave and powerful. Me and Taylor love getting cold in your honor every year.”

Gaga and Kinney were joined by several celebrity plungers including Al Roker and Dylan Dreyer, of NBC’s “Today” show, Jon Seda of “Chicago P.D.” and numerous cast members from “Chicago Fire.” Chicago Mayor Rahm Emanuel appeared at the event but did not take the plunge. “The Polar Plunge is quintessential Chicago. It is a great event that supports an even greater cause,” Emanuel tweeted.

Almost 6,000 people participated in Sunday’s plunge and the event raised more than $1.4 million, according to a spokeswoman at Special Olympics Chicago. Previous celebrity plungers included Vince Vaughn in 2015 and Jimmy Fallon in 2014.

The fundraiser marked the 16th annual Polar Plunge to benefit Special Olympics Chicago. This year marks the 40th anniversary of the Polar Plunge on a national level for the Special Olympics, with the first plunge kicking off in Rhode Island in 1976.