(CNN) -

"It is cold."

That's what Mitt Romney said, letting out a slight chuckle after his former running mate, Rep. Paul Ryan, dumped a bucket of ice water on his head.

Dressed in a full suit, the 2012 Republican presidential nominee was the latest politician to take part in the Ice Bucket Challenge, a social media campaign that aims to raise money and awareness to fight amyotropic lateral sclerosis, better known as ALS or Lou Gehrig's disease.

Romney, in a video posted Friday morning, said he was challenged by Hewlett-Packard CEO Meg Whitman, Ohio Sen. Rob Portman and Creighton Rider of Salt Lake City, who Romney said has been diagnosed with ALS.

In turn, Romney challenged his "sweetheart" wife, Ann, and actor Jason Sudeikis, who played Romney on "Saturday Night Live" during the 2012 campaign.

Romney expressed thanks to Pete Frates, a former baseball player at Boston College who's been living with ALS since 2012 and who inspired the Ice Bucket Challenge campaign.

The former Massachusetts governor said he's also making a donation to an ALS charity.

Ryan and Romney were in Chicago Thursday to help promote Ryan's new book, "The Way Forward: Renewing the American Idea."