The Elephant Man actor, who turned 40 the same day, explained to Fallon that playing air guitar was a skill he'd honed since his days as a music-mad little boy.
"You have a little musical talent," the show host asked the hunky star, introducing the unlikely segment to the audience.
"I'm glad you said that because it's very little," Cooper agreed, before explaining further. "I play air guitar. When i was a kid I had a lot of time on my hands and there's this one song by Neil Young," he said.
"It's just the guitar solo from 'Down by the River,'" he added. "To air guitar to it is so meaningless but I'd love to give you a little taste. It's long!" he warned.
Cooper, wearing a crazy curly haired wig which Fallon had given him as a birthday gift in memory of his last appearance on the show, proceeded to riff his way through every single note of the classic guitar solo.
Watch the clip above to see how the American Sniper star totally pulled off the sexy rocker look despite his lack of guitar!