The couple serenades some farm animals on their family's farm in Connecticut as they perform a sweet acoustic duet in a video Bacon, 63, posted Thursday to Instagram.
"Like so many others I couldn't get enough of Peter Jackson's brilliant Get Back," Bacon wrote. "Watching The Beatles write a song asks the question how much of genius is inspiration and how much is perspiration? Are artists born with that kind of talent or is it the ten thousand hours. Anyway here's #GoatSongs with @kyrasedgwickofficial."
In the video, they sit outside a barn, against a thin layer of snow on the ground, while performing their rendition of the 1969 track "Two of Us" by The Beatles. Bacon strums on a guitar as Sedgwick, 56, plays the ukulele, with pigs, goats and miniature ponies grazing around their feet.
"See this goat here, this is a Pygmy, which is why we're going to do this song," he says while petting a brown goat, before reciting the song's preface: "'I Dig a Pygmy' by Charles Hawtrey and the Deaf Aids / Phase one, in which Doris gets her oats."
Sedgwick stands up and dances around at the end of the video as she is joined by the Pygmy goat.
Musical talent runs in the family, as the pair previously cheered on their 32-year-old son Travis Bacon as he performed with his band Contracult Collective at the Welcome to Rockville music festival in Daytona Beach, Florida back in November.
"My insanely talented kid rocked the house yesterday and I was lucky enough to be there!!" Sedgwick wrote at the time, sharing a photo of Travis leading the metal band on guitar and vocals.
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Bacon and Sedgwick, who tied the knot in 1988, share Travis and daughter Sosie, 29. The proud dad previously opened up to PEOPLE about how they've made their marriage work for so long.
"Kyra and I believe in each other as actors, as directors and as talent. She's never been anything other than supportive of me," Bacon said in 2020. "She doesn't have a competitive bone in her body when it comes to me. She takes my successes as hers. I'm the same way."