The boy band - consisting of Harry Styles, Liam Payne, Niall Horan, Louis Tomlinson and Zayn Malik - won awards for Best Pop, Best Live and Biggest Fans at the ceremony held in Glasgow, Scotland.
The boy band recorded a video message to accept their award on behalf of their loyal Directioners for Biggest Fans, but 21-year-old Zayn Malik was missing from the screen.
Harry said: "We're so sorry we can't be with you tonight. Thank you so much for this, the award for Biggest Fans.
"Because of that we obviously, obviously want to thank our incredible fans - thank you so, so much for all your support. We can never thank you all enough."
'Problem' hitmaker Ariana Grande, 5 Seconds Of Summer and Katy Perry all picked up two awards each.
Justin Bieber, host Nicki Minaj and Beyoncé were amongst the other winners.
The full list of winners at the 2014 MTV EMA is as follows:
Best Song: Ariana Grande feat. Iggy Azalea - Problem
Best Pop: One Direction
Best Female: Ariana Grande
Best Male: Justin Bieber
Best Live: One Direction
Best New: 5 Seconds Of Summer
Best Video: Katy Perry feat. Juicy J - Dark Horse Best Rock: Linkin Park
Best Alternative: Thirty Seconds To Mars
Best Hip-Hop: Nicki Minaj
Best Electronic: Calvin Harris
Biggest Fans: One Direction
Best Look: Katy Perry
Best Song With A Message: Beyoncé - Pretty Hurts Best Push: 5 Seconds Of Summer
Best World Stage: Enrique Iglesias - MTV World Stage Isle of MTV Malta
Best Worldwide Act: Bibi Zhou - SE Asia, Mainland China & Hong Kong, Taiwan
Global Icon: Ozzy Osbourne