The 20-year-old pop star took home the Best Video award for her hit song "Wrecking Ball."
Cyrus opened the space-themed show singing the song "We Can't Stop," while wearing a silver spandex suit and gyrating her buttocks in the move known as twerking.
To the delight of the crowd in Amsterdam's Ziggo Dome, Cyrus finished the number by sticking out her tongue, just like she did during her performance at MTV's Video Music Awards in August.
After winning the top award at the end of the show, she celebrated by lighting up a large spliff and quickly taking a puff.
Marijuana is not legal in the Netherlands, but smokers can't be prosecuted for possessing small amounts and it is sold openly in cafes known euphemistically as "coffee shops."
Eminem and Katy Perry were among the performers at the show. The EMAs traditionally focus on global, rather than U.S. pop music acts, though there's a lot of overlap: winners included Bruno Mars, who grabbed Best Song for "Locked Out of Heaven," and Eminem both in the Best Hip Hop and Global Icon category. Katy Perry won the Best Female Artist award.
The Associated Press contributed to this report.