The singer's empowering track 'Firework' was given the biggest award of the evening, which she accepted wearing a Pink jacket and with a bright yellow cube on her head.
As she collected the trophy - nicknamed a Moonman - Katy said: "Oh my goodness! Thank you so much. This is my second Moonman. I'm very proud of the song it stands for, which is 'Firework.'
"I feel like I am doing something right when I sing that song. So thanks to everyone who helped to create it."
Katy's track 'E.T.' â which features Kanye West - later picked up two awards for Best Collaboration and Best Special Effects.
Adele was the biggest winner of the night, taking home four trophies for her single 'Rolling in the Deep': Best Art Direction, Best Cinematography, Best Direction and Best Editing.
Lady GaGa was the recipient of a new award, Best Video With A Message for 'Born This Way' and she appeared at the ceremony â held at the Nokia Theatre in Los Angeles â as her chain smoking male Alter Ego, Jo Calderone.
Accepting her award she said: "Earlier tonight they told me I got best video with a message. There are so many great artists in this room. Every video they've got has aâ¦ message."
Earlier Gaga had opened the show, performing 'You and I' with Queen guitarist Brian May.
MTV VMAS 2011 â full list of winners:
Video of the Year: Katy Perry - 'Firework'
Best New Artist: Tyler, The Creator - 'Yonkers'
Best Hip-Hop Video: Nicki Minaj - 'Super Bass'
Best Male Video: Justin Bieber - 'U Smile'
Best Female Video: Lady Gaga - 'Born This Way'
Best Pop Video: Britney Spears - 'Till The World Ends
Best Rock Video: Foo Fighters - 'Walk'
Best Collaboration: Katy Perry Featuring Kanye West - 'E.T.'
Best Art Direction: Adele - 'Rolling in the Deep'
Best Choreography: Beyonce - 'Run The World (Girls)'
Best Cinematography: Adele - 'Rolling in the Deep'
Best Direction: Adele - 'Rolling in the Deep'
Best Editing: Adele - 'Rolling in the Deep'
Best Special Effects: Katy Perry featuring Kanye West - 'E.T.'
Best Video With A Message: Lady Gaga - 'Born This Way'
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