Bradley Cooper 'Can't Wait' to See Lady Gaga's Las Vegas Show (Exclusive)

The 43-year-old actor admits he was "so bummed" that he couldn't make it to his co-star's opening night.

Bradley Cooper is Lady Gaga's biggest fan!

ET's Lauren Zima spoke with the 43-year-old actor at the Palm Springs International Film Festival on Thursday -- where he was honored with the Director of the Year Award -- and he gushed about his plans to attend Gaga's Las Vegas residency, Enigma, at Park MGM's Park Theater. 

"I can't wait!" he exclaimed. "I wanted to see the opening show and I couldn't make it. I was so bummed. I'm gonna see it soon."

While Cooper couldn't make it to opening night, stars including Katy Perry, Orlando Bloom, Adam Lambert, Regina King and Jeremy Renner turned out for the show last week. Celine Dion even made a memorable appearance at another performance.

Cooper will have to squeeze in his Gaga concert between a jam-packed award show season, where he's a frontrunner for A Star Is Born, which he starred in, co-wrote and directed. He even nabbed two GRAMMY nominations for "Shallow," a stand-out song in the flick, something he called "crazy."

The film is also up for five awards at Sunday's Golden Globes, including Best Motion Picture — Drama, Best Actress for Gaga, Best Actor for co-star Bradley Cooper, Best Director for Cooper, and Best Original Song for “Shallow.”

For Cooper, he "never in a million years" expected his directorial debut to get such critical acclaim.

"I was just hoping that I wouldn't fail miserably," he said. "It's vulnerable, you know, writing, co-writing, telling a story and directing it. I mean I had no idea what was going to happen. I just knew that I had to try. So, the fact that it has been well received, I just wanna savor it."

The movie may not be the last taste fans get of A Star Is Born! After Gaga revealed that she'd love to do a Broadway show, Cooper admitted that taking his flick to the stage is "a good idea."

"Yeah, that would be a great idea," he said. "I mean, we have the music!"

Watch the video below for more on Gaga and Cooper: