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Her wacky looks all had a nocturnal theme, in line with her new single, Marry The Night.
And she took to the stage to perform the track, posing as a satellite landing on a moon that had been created as part of the backdrop.
Her spectacular silver and black outfit she wore to accept her Best Female award from David Hasselhoff proved to be a bit of a nuisance, however.
The Baywatch star had some trouble working out how to hand the award to the star as her limbs were covered by her creation.
She also won Best Song for Born This Way, plus gongs for Best Video — presented by Bar Refaeli — and for Best Fans.
Collecting the song award, she said: "I knew that this was very special when I wrote it, and I didn't know when I first started out as a songwriter how special it would be.
"It's the most important single to me."
It's a little princess!