It comes just days after a public feud with the show's producer.
She won best pop vocal album with her record Sweetener.
Writing on Instagram, she said her first Grammy win was "wild and beautiful" but confirmed she would not be attending the ceremony.
"I know I'm not there tonight (trust, I tried and still truly wished it had worked out tbh) and I know I said I try not to put too much weight into these things...this is wild and beautiful. Thank you so much. I love u," she wrote.
On Friday, the singer accused the organiser of the Grammys of lying about her reasons for withdrawing from performing at the ceremony.
The singer posted several tweets explaining her reasons for not attending the show after Grammys producer Ken Ehrlich said her absence was down to not being able to organise her set in time.
Grande denied this, saying she could "pull together a performance overnight", and instead said Ehrlich had "stifled" her creativity.
Michelle Obama made a surprise appearance, arriving on stage alongside Lady Gaga, Jada Pinkett Smith, Jennifer Lopez and the host of the 61st Grammys, Alicia Keys.
The former first lady told the audience: "Whether we like country or rap or rock, music helps us share ourselves: our dignity and sorrows, our hopes and joys. It allows us to hear one another, to invite each other in. Music shows us that all of it matters."
Other winners of the night included London-born singer Ella Mai, who won best R&B song for her US number one hit Boo'd Up and Beyonce and Jay-Z, listed as The Carters, who won best urban contemporary album for Everything Is Love.
Childish Gambino won best song of the year for This Is America - marking the first time a rap song scooped the top prize. Gambino, also known as Donald Glover, won record of the year, best music video and best rap for the same song.
Lady Gaga, who has now won eight Grammys, won best pop solo performance for Joanne, and her hit Shallow on best song written for visual media.
The late Soundgarden singer Chris Cornell, who died from suicide in 2017 aged 52, won a posthumous Grammy for best rock performance for the song When Bad Does Good. His children accepted the award on his behalf.
A collaboration between Sting and Shaggy saw them win best reggae album for 44/876.
There were rousing performances by Lady Gaga, Cardi B, Jennifer Lopez, Diana Ross, Katy Perry, and Miley Cyrus and her godmother Dolly Parton who performed Jolene together on stage.
© Sky News 2019