The Chicago Police Department has released dramatic body-cam footage showing officers rescuing a man trapped in the frigid waters of Lake Michigan.

Five officers formed a human chain, grabbing onto each others’ belts and stretching a dog leash into the water to reach the 33-year-old man on Sunday afternoon. The man had entered the lake to save his dog after it fell through the ice, police said.

"We didn’t talk about it, we just kind of did it," Chicago Police Sgt. Alex Silva said during a press conference on Monday. "But it seemed to make sense."

Chicago police rescue a man trapped in Lake Michigan after he jumped in to rescue his puppy, Jan. 27, 2019.(Chicago Police) Chicago police rescue a man trapped in Lake Michigan after he jumped in to rescue his puppy, Jan. 27, 2019.

The man, who wished to remain anonymous, was walking his American Eskimo puppy, Pika, along Lake Michigan when the dog got loose and darted onto some ice on the lake, falling through into the water, the Chicago Police Department said in a Facebook post.

The man jumped in after, rescuing his dog but becoming trapped himself, unable to get a firm grip on the towering ice walls around the shore. A witness who saw him fall called police, who worked quickly in frigid temperatures.

"I’m glad we were there quickly," Silva said.

Chicago police rescue a man trapped in Lake Michigan after he jumped in to rescue his puppy, Jan. 27, 2019.(Chicago Police) Chicago police rescue a man trapped in Lake Michigan after he jumped in to rescue his puppy, Jan. 27, 2019.

The man released a statement Monday explaining what had happened and thanking the officers for saving his life, ABC Chicago station WLS reported.

"I have no doubt that I would have died without help, I am forever grateful to them. The first responders treated me and my dog in the ambulance and the emergency room. They allowed Pika to stay with me under the warming blanket in the ER. My core body temperature had dropped to 93 degrees. Pika and I are both fully recovered and in debt to our gracious and heroic first responders," the statement read, in part.

Chicago police rescue a man trapped in Lake Michigan after he jumped in to rescue his puppy, Jan. 27, 2019.(Chicago Police) Chicago police rescue a man trapped in Lake Michigan after he jumped in to rescue his puppy, Jan. 27, 2019.

Illinois is one of dozens of states trapped in a protracted, dangerous cold snap. At least eight people have died as a result of the cold weather gripping the Northern Plains and Great Lakes regions.