Despite his flawless transition into the gravel-voiced, public-urinating rock star Jackson Maine, the role Bradley Cooper was most proud of in A Star Is Born—and the one he and the rest of the world have talked about the most—was that of director. He was expected to be a major contender for the Best Director Oscar, so when the nominations were announced in January and he wasn't even on the list, it was immediately labeled one of the ceremony's biggest snubs.

In conversation with Oprah Winfrey during her SuperSoul Conversations from Times Square series in New York City on Tuesday, Cooper opened up about his pained reaction to being left off the Best Director short list—despite receiving nods for Best Actor, Best Adapted Screenplay, and Best Picture for the film, which he also wrote and executive-produced. "I was embarrassed. I was at a coffee shop in New York City and looked down at my phone and Nicole had told me congratulations and said what we had been nominated for," Cooper said, according to People, referring to his publicist, Nicole Caruso. "They didn't even give me the bad news." He continued, "I was embarrassed because I felt I hadn't done my job."

Fortunately, Cooper was able to shake off this disappointment by reminding himself of what he had accomplished, Oscar noms or no. "The truth is, even if I got the nomination, that should not give me any sense of whether I did my job or not," he told Oprah, per USA Today. "The trick is to make something that you believe in and you work hard, and then you have the project and you say, okay."

It also certainly helped that he had the support of his costar Lady Gaga. Shortly after the nominations came out—including Best Actress and Best Original Song nods for Gaga—she shared her thoughts on the Best Director snub heard round the world. "Well, you know, you never know what's going to happen...But at the end of the day, he knows that he's the best director in my eyes, and in all of our eyes as his cast," she told the Los Angeles Times. "I know that he's so happy that we've all been nominated and that the film was recognized, and we all feel really, really beyond elated for the recognition."

Related: Bradley Cooper on Making A Star Is Born, Against the Odds