The group consists of eight divers - including Peter Waterfield who was in Team GB and was Tom Daley's synchronised partner in 2012 - who ended their routine with one diver dramatically leaping from a high tower while on fire.
An onlooker said: "The divers were so brave. It was freezing cold but they never let it get to them. The crowd were buzzing with excitement."
Britain's Got Talent judges Simon Cowell, Alesha Dixon, Amanda Holden and David Walliams watched the stunt in the freezing cold, and Dixon revealed that she had come prepared for the freezing conditions, wearing shorts under her outfit.
Auditions for the show's 2013 series got underway in Wales this week and head to London at the weekend.
Cowell has apparently been particularly hard to please at this year's try-outs, buzzing off the first ten acts at the opening auditions because they weren't up to scratch.
The reality TV veteran has claimed that he is searching for a "global star" on this year's show.
Britain's Got Talent returns in the spring to ITV.
Britain's Got Talent's first auditions in Cardiff - photo gallery: