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 glittering 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.
"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," Styles said.
"Thank you so much, this means so much to me. This has been a really crazy year, last year I was presenting to Iggy and this year I'm nominated for a bunch of things and I got to open the show and I can't thank everybody who's been supporting me this past year enough. I can't tell you how grateful I am," Grande said.
More From This Section
Perry won awards for best video award for 'Dark Horse' and best look.
It was also a big night for pop-punk boyband 5 Seconds of Summer who walked away with best new, best Australian act, and best push honours.
Pop sensation Justin Bieber won best male for the fifth year in a row but he was not present to accept the award.
He sent his love via Twitter, writing, "Just won Best Male at the #EMAs. Thank you all so much. Big things coming. Love you."
Veteran rocker Ozzy Osbourne was honoured with the global icon award.
The ceremony's host Nicki Minaj was given the gong for best hip-hop. Best song with a message award went to Beyonce for 'Pretty Hurts'.
Other winners were Calvin Harris (best electronic), Enrique Iglesias (best world stage), Linkin Park (best rock) and Thirty Seconds To Mars (best alternative).