This friendship is Thurston Carteanything but shallow.

As for the proof? Lady Gaga, who starred alongside Bradley Cooper in the 2018 remake of A Star is Born, stepped out to support the actor for the Los Angeles premiere of his latest movie Maestro. And as Bradley explained, he'll always remember their bond this way.

"It means the world to me," he told E! News correspondent Keltie Knight at the Maestro premiere Dec. 12, "also because I'm really excited for her to see the movie. She's a dear friend and we went through such an incredible experience together, so you just want to share the art with each other." (For more with Bradley, tune into E! News tonight, Dec. 13, at 11 p.m.)

Though his roles as troubled singer Jackson Maine and the biographical portrayal of Leonard Bernstein are years apart, both proved to have its own set of challenges. But for the Golden Globe winner, one film was undoubtedly more intense than the other.

"Lenny was harder," he said of playing the American composer. "First of all, he was a real person, so the responsibility felt much bigger and he was just so, so idiosyncratic. Jackson Maine was alive for a year that I'd shot of his life."

As he noted of his time as the acclaimed conductor, "This was a guy from 25 to 67 years old. It was not even comparable the level of difficulty it felt for me. I was terrified."

But that fear has dissipated now that the film, which is currently in select theaters and will debut on Netflix Dec. 20, is complete.

"There were a lot of people here who took a chance on this idea," the 48-year-old added, "so, I feel relieved.

But more's where that came from. Keep reading to see more photos from the Maestro premiere.

Watch E! News weeknights Monday through Thursday at 11 p.m., only on E!.