The eccentric singer - who performed while sitting on a moon sculpture- picked up gongs in four out of the six categories she was nominated for to win Best Female, Best Song and Best Video for 'Born This Way' and Biggest Fan, a brand new award that celebrates artists with the most committed fanbase.
Justin Bieber, Bruno Mars and 30 Seconds to Mars each won two awards with Baby hitmaker Justin winning Best Male and Best Pop, Jared Leto's band picking up Best World Stage and Best Alternative gongs and Bruno taking home awards for Best Push and Best New Artist.
The surprise win of the night went to Korean boyband BigBang, who beat off competition from acts including Britney Spears to take home Best Worldwide Act while Eminem picked up the Best Hip Hop artist.
Katy Perry was presented with the award for Best Live Act and Linkin Park were voted as Best Rock while Jessie J presented a moving video tribute to the late Amy Winehouse.
Coldplay opened the ceremony at Belfast's Odyssey Arena with 'Every Teardrop Is A Waterfall' while performances from Gaga, Justin Bieber, David Guetta, Ludacris, Taio Cruz and Jessie J got the 8,000 strong crowd moving.
Rock legends Queen, who were handed the Global Icon award from Katy Perry, closed the show with a medley of hits from their extraordinary musical career, accompanied by American Idol star Adam Lambert.
Selena Gomez hosted the awards while guest presenters included David Hasselhoff, Katy Perry, Evanescence's Amy Lee, actress Hayden Panettiere, supermodels Bar Refaeli and Irina Shayk, and 'Jersey Shore''s Nicole 'Snooki' Polizzi and Jenni 'JWOWW' Farley.
In a first for the MTV EMAs, two outside broadcasts were built into the show, with Northern Irish rockers Snow Patrol playing for more than 15,000 fans at a spectacular outdoor stage built directly in front of the historic City Hall while 1,200 Red Hot Chili Peppers fans were treated to a gig at Ulster Hall.
MTV EMAs 2011 winners:
Best Female Lady Gaga
Best Song Lady Gaga
Best Video Lady Gaga
Biggest Fans Lady Gaga
Best Pop Justin Bieber
Best Male Justin Bieber
Best Alternative 30 Seconds To Mars
Best World Stage 30 Seconds To Mars
Best New Bruno Mars
Best Push Bruno Mars
Global Icon Queen
Best Hip Hop Eminem
Best Live Katy Perry
Best Rock Linkin Park
Best Worldwide BigBang
Jackie Kennedy’s granddaughter has uncannily similar looks