"I was surprised. I looked at my brother and said, 'Really?' and he said, 'Yes, go," said Spalding.
Like her competitor in the new artist category, Justin Bieber, Spalding's been playing music since she was a small child. She just chose the jazz route instead of the pop music scene.
The 26-year-old hopes her moment in the spotlight will encourage people to check out the genre.
"There's so much incredible music evolving, pre-existing, that is rocking all over the world and a lot of people just aren't aware of it. So maybe if they want to put their sights on the jazz world and discover more people, that would be great," she said.
But Spalding's favorite moment of the evening wasn't her big win, it was performing during the ceremony with the Grammy Camp Jazz Ensemble.
"The moment that was honestly most beautiful the whole night was when eight high school students that have practiced for hours and hours and hours, got to play on the stage in front of millions of people," said Spalding.
"To me, signifying the importance of music education for young people to understand the hard work and dedication that goes into being a musician."
As for beating Bieber, Spalding thinks the young star will be just fine.
"He's going to have many more years and many more nominations, so I think he'll be great," she said.
Bieber's fans were so outraged by Spalding's win, they went on a bit of a rampage on her Wikipedia page. After Bieber's loss, his followers wrote random, incorrect, facts and taunts about Spalding. The site quickly removed them.