The 20-year-old opened the show with a rendition of her hit single We Can't Stop, twerking and dancing provocatively while dressed in a silver spandex dress.
Later on in the show, she returned to accept an award for her Wrecking Ball video, and shocked the crowd when she lit up a suspicious-looking cigarette while on stage collecting her trophy.
While Miley undoubtedly dominated proceedings in the Dutch capital, it was One Direction who claimed two of the night's biggest prizes.
They were named Best UK & Ireland Act and Best Pop, while Harry Styles scooped the award for Best Look.
But, having recently returned from their Take Me Home world tour, the boys were unable to attend the ceremony – much to the disappointment of their fans.
Katy Perry was in high spirits after being named Best Female. She beat stiff competition from Lady Gaga, Taylor Swift, Miley and Selena Gomez to take home the trophy. And she was clearly surprised by the win.
"Thank you, this is so cool," she told the audience at Amsterdam's Ziggo Dome. "I was just sitting backstage with the artists drinking some champagne, thinking I'm not gonna win, I'm not gonna win… And I won!"
Bruno Mars was another star who looked a little overwhelmed when he appeared on stage to collect the Best New Song Award for Locked Out Of Heaven.
"This song means so much to me," said the 28-year-old, whose mother tragically passed away in June following a brain aneurysm. "The fact you all dig it means so much to me."
Eminem, meanwhile, topped off his comeback year by scooping two awards on the night, for Best Hip Hop and Global icon. His win comes a week after the release of The Marshal Mathers LP 2, and hours after the 40-year-old claimed his seventh UK number one album.
2013 MTV European Music Awards – the winners
Best Video: Wrecking Ball, Miley Cyrus
Best Live: Beyoncé
Best Pop: One Direction
Global Icon: Eminem
Worldwide Act: Chris Lee
Best Male: Justin Bieber
Best Electronic: Avicii
Best Rock: Green Day
Best New: Macklemore & Ryan Lewis
Best Female: Katy Perry
Best Alternative: 30 Seconds to Mars
Best Hip-Hop: Eminem
Best Song: Locked Out of Heaven, Bruno Mars
Biggest Fans: Tokio Hotel
Best Look: Harry Styles
Global Icon Award: Eminem
Best UK & Ireland Act: One Direction
Best Push: Austin Mahone