The Burn hitmaker fought back tears as she accepted the night's first prize from Prince, who hit the stage with his new girl band 3rdEyeGirl.
The emotional singer said, "Thank you so much, I genuinely am actually in shock... I'm shaking, thank you so much this means so much to me, I can't tell you."
Mars continued an amazing February (14) - after headlining the Super Bowl half-time show - by picking up the International Male Brit award for a second year. He also won the trophy in 2012.
British rockers Arctic Monkeys kicked off the awards ceremony with a performance of their hit RU Mine? Katy Perry was the second performer - she hit the stage as a day-glo Egyptian queen to sing her latest song Dark Horse.
Mars, Goulding, Lorde, Best Breakthrough Act Bastille, Disclosure and Beyonce are also among the stars set to perform at the Brits.