The 'You and I' hitmaker picked up Best Female, Biggest Fan, Best Song and Best Video for 'Born This Way' at the ceremony in Belfast, Northern Ireland, with Justin Bieber taking the Best Pop and Best Male accolades.
Gaga also performed at the spectacle - which took place at Belfast's Odyssey Arena and was hosted by Justin's girlfriend Selena Gomez - while sitting on a moon sculpture.
Coldplay opened the ceremony - which saw Jessie J make an emotional video tribute to the late Amy Winehouse - with their single 'Every Teardrop Is A Waterfall', and Taio Cruz, Gaga, Justin, and David Guetta also performed to the 8,000-strong crowd.
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
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