It’s been a big couple of months for Lady Gaga and Tony Bennett: the duo released Love for Sale, their second collaborative album (and Bennett’s last) back in October, and just yesterday, it was nominated for Album of the Year by the Grammys. Soon after the nominations were revealed, Gaga appeared on the Late Show with Stephen Colbert to offer a preview of the duo’s upcoming television special, One Last Time.

Airing this Sunday on CBS and Paramount+, One Last Time captures performances from Gaga and Bennett’s recent sold-out shows at Radio City Music Hall, which were billed as Bennett’s final public performances in light of his Alzheimer’s diagnosis. As a preview, last night’s Colbert aired a full performance of “Anything Goes.”

Before the performance, Lady Gaga sat down with Colbert to discuss her unlikely friendship with the 95-year-old Bennett. After the pair’s first collection of jazz standards, 2014’s Cheek to Cheek, blew up, she promised the legend she’d record a Cole Porter tribute album with him next. Soon after, she said, he began to show symptoms of Alzheimer’s. Recording for Love for Sale then began right away.

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Gaga grew emotional recounting the way that recording kept her friend grounded. “I tell you that when jazz begins, this man lights up in a way that is such magic,” she said. “It just reminded me that anybody that has a family member or somebody that they love that’s suffering from Alzheimer’s or dementia — music is magic. Music is a miracle.”

Elsewhere in the interview, Gaga discussed her role as Patrizia Reggiani in Ridley Scott’s biographical crime drama House of Gucci, which hits theaters today. She also touched on her performance of the National Anthem at Joe Biden’s presidential inauguration, revealing that she wore a bullet proof vest underneath her gown.

“It was a scary time in this country,” Gaga recounted. “I care a lot about my family and as a performer I understand that I put myself in all types of dangerous situations in order to do what I love. I did that for myself but also for my family, my Mom and my Dad and my sister would feel confident.”

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Watch the performance of “Anything Goes” and Gaga’s full interview below.