The 17-year-old also performed on the live telecast a day after missing out narrowly on the number one place in Triple J’s Hottest 100.
“Well, hello,” she said on stage when accepting her first award at the Staples Centre in Los Angeles.
“This is the one thing I did not expect the most about tonight, so thank you so much.
“To Bruno, to Sarah, to Katy, to Justin I have been so inspired by your vocal work at some point in my life, thank you!”
She had earlier missed out on the Best Pop Vocal Album but then became the third-youngest Grammy winner in history.
Lorde, real name Ella Yelich O’Connor, accepted the Song of the Year award with co-writer Joel Little.
“We made this song originally to give away for free,” Little told the audience of superstars and industry professionals.
Lorde was 15 when the song was written. “Thank you to everyone who has let this song explode because it’s been mental,” she said.
Lorde was also up for the final award of the night, Record of the Year, but that was claimed by Daft Punk’s Get Lucky – the faceless dance act claimed a total of four awards.
Grammy Awards 2014 – WINNERS
Record of the year Get Lucky – Daft Punk featuring Pharrell Williams and Nile Rodgers
Album of the year Random Access Memories – Daft Punk
Song of the year Royals – Lorde
Best new artist Macklemore & Ryan Lewis
Best pop solo performance Lorde – Royals
Best pop duo/group performance Daft Punk featuring Pharrell Williams and Nile Rodgers – Get Lucky
Best pop instrumental album Herb Alpert – Steppin’ Out
Best pop vocal album Bruno Mars – Unorthodox Jukebox
Best dance recording Clarity – Zedd featuring Foxes
Best dance/electronica album Random Access Memories – Daft Punk
Best traditional pop vocal album To Be Loved – Michael Bublé
Best rock performance Imagine Dragons – Radioactive
Best metal performances Black Sabbath – God is Dead?
Best rock song Cut Me Some Slack – Paul McCartney, Dave Grohl, Krist Novoselic, Pat Smear
Best rock album Led Zeppelin – Celebration Day
Best alternative music album Vampire Weekend – Modern Vampires of the City
Best R&B performance Snarky Puppy with Lala Hathaway – Something
Best traditional R&B performance Gary Clark Jr. – Please Come Home
Best R&B song Pusher Love Girl – Justin Timberlake
Best urban contemporary album Rihanna – Unapologetic
Best R&B album Alicia Keys – Girl on Fire
Best rap performance Macklemore & Ryan Lewis featuring Wanz – Thrift Shop
Best rap/sung collaboration Jay Z featuring Justin Timberlake – Holy Grail
Best rap song Thrift Shop – Macklemore & Ryan Lewis
Best rap album Macklemore & Ryan Lewis – The Heist
Best country solo performance Darius Rucker – Wagon Wheel
Best country duo/group performance The Civil Wars – From This Valley
Best country song Merry Go ‘Round – Kacey Musgraves
Best country album Kacey Musgraves – Same Trailer Different Park
Best music video Justin Timberlake featuring Jay Z – Suit & Tie
Best music film Paul McCartney – Live Kisses
Images via Getty