The song holds a deep personal meaning for the couple, as it was written for Shelton's older brother Richie, who was killed in a car accident in 1990 when Shelton was 14. Shelton reportedly credits his brother with fostering his love of country music.
Though Lambert never met her brother-in-law, Shelton asked her to perform the song with him and it appears on her 2011 album Four the Record.
"I just needed the right person to write this with," Shelton told his wife as they accepted the award during Thursday's show.
Watch part of their acceptance speech below:
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