The actor, who directed and starred in the film which has been nominated for eight Academy Awards, sang the first half of the song while Gaga knelt at his feet.
Lady Gaga performs during her "Enigma" Las Vegas residency in a neon green coat, January 26.
Fans cheered on as Gaga pulled Cooper onto the stage, headed to the piano and gleefully told him, "I even got you in-ears", referring to the in-ear monitors singers wear while they perform. Cooper, clearly relaxed despite making a debut for the song on the live stage, responded "I can't hear anything".
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The pair sang Shallow, the nominated anthem in their eight-time Oscar-recognized film.
The singer then took a seat at the piano and began playing as Cooper stood up and leaned over the instrument, joining her in singing the chorus.
2018 was a big year for music in movies, whether it was the superhero soundtracks for Black Panther and Spider-Man, the Queen biopic Bohemian Rhapsody, or Lady Gaga and Bradley Cooper's performances in A Star Is Born.
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During the interview Gaga talked about Cooper "giving her a chance" saying he was the one person that believed in her. Much to fans delight, the 32-year-old entertainer brought her A Star Is Born director and co-star Bradley Cooper onstage for the finale.
Typically, she does it on her own... but if you have Bradley Cooper in the audience, you use that to your advantage.
Cooper and Shayk, who share daughter Lea De Seine Shayk Cooper, made a high-fashion appearance at the Golden Globe Awards earlier this month and were very cuddly in front of the camera.
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