The Oscar winner covers one of the band's songs in her new film, Ricki and the Flash, and she believes Bono was impressed by her live cover and was reaching out when he asked her to join him onstage last week.

She says, "I was in England so I didn't go (to Madison Square Garden). I suspected he might have called me up to do that because we cover one of his songs in the movie. It's like the hair on your arms goes up (when they say), 'Bono's trying to reach you'... but I knew I couldn't do it..."

Lady Gaga and Bruce Springsteen were surprise musical guests at the group's New York residency shows last week (ends01Aug15).