The rap duo won best new artist at the Sunday awards show as well as best rap album for "The Heist," beating efforts from Kendrick Lamar, Jay Z, Kanye West and Drake.
"Wow, we're here on the stage right now," said Macklemore, thanking fans first, then his fiance and team. "I want to say we made this album without a record label, we made it independently and we appreciate all the support."
Beyonce kicked off the Grammy Awards with steamy and smoky performance of "Drunk In Love": She started on a chair and then grinded in a revealing black outfit. Jay Z emerged in a fitted suit to rap his verse, and the couple held hands and danced together.
LL Cool J is hosting the 56th annual awards, airing live on CBS.
Macklemore & Lewis' wins, which include best rap song and rap performance for "Thrift Shop," come after the Grammy rap committee almost ousted the duo from its categories. A source told The Associated Press that the rap committee rejected the duo, but that was later overruled by the general Grammy committee. The source, who attended the general Grammy meeting, spoke on the condition of anonymity because the meeting was private.
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Macklemore & Lewis are also nominated for album and song of the year.
Justin Timberlake won two awards, including best R&B song for "Pusher Love Girl" and music video for "Suit & Tie," which also earned Jay Z a Grammy. Engineer Bob Ludwig and gospel singer Tye Tribett are also double winners.
Adele, who dominated the Grammys two years ago, was also an early winner. The British singer won best song written for visual media for "Skyfall," which also won an Oscar and Golden Globe last year.
Pharrell Williams, Rihanna, Imagine Dragons and Daft Punk were also early winners.
Macklemore & Lewis, like Lamar, are nominated for seven trophies Sunday, and the performers are competing in five of the same categories.
The year marks a high note for hip-hop since album of the year and best new artist both feature two rap acts. OutKast and Lauryn Hill are the only two rap performers to win the coveted album of the year; Hill and Arrested Development are the only rap-based stars to take home best new artist.
A rapper has never won song or record of the year.
Jay Z, keeping up the decade-long Grammy tradition of rappers leading in nominations, was the night's front-runner with nine.
For top album, Macklemore & Lewis and Lamar's platinum-selling debuts, "The Heist" and "good kid, m.A.A.d city," will battle Taylor Swift's earth-shattering sales force "Red," Daft Punk's electronic adventure "Random Access Memories" and the surprise nominee - "The Blessed Unrest" from the piano-playing Sara Bareilles.
Macklemore & Lewis' "Same Love" is up for song of the year alongside No. 1 Billboard hits, including Katy Perry's "Roar," Lorde's "Royals," ''Locked Out of Heaven" by Bruno Mars and Pink's "Just Give Me a Reason," featuring Nate Ruess of fun. Lorde and Mars' songs repeat in record of the year, and will be up against Imagine Dragons' "Radioactive" and two songs that feature Pharrell Williams - Daft Punk's "Get Lucky" and Robin Thicke's "Blurred Lines," which has sold 6.6 million tracks and is the biggest song of 2013.
Lorde's "Royals" is nominated for best pop solo performance and her debut, "Pure Heroine," is up for pop vocal album, the award the 17-year-old hopes to bring home to New Zealand.
"Because it's about the album, which is this body of music that I've written," said Lorde, whose album will compete with efforts from Timberlake, Mars, Thicke and Lana Del Rey. "That being said, I'm still going to be proud of what I've done if I don't win a Grammy."
Lorde is just one of the top females to hit the Grammy stage Sunday: Beyonce, Madonna, Carole King, Pink, Swift and Perry will also perform at the Staples Center in Los Angeles.
The men are showing up, too, and performers include Metallica, Willie Nelson, Dave Grohl and Nine Inch Nails. Ringo Starr and Paul McCartney, who has two nominations, will sing separately on the telecast.
"I love it because you see a lot of people that you'll never see anywhere else and you'll see a lot of old friends," Starr said.
Macklemore (left) & Ryan Lewis win the award for Best New Artist at the 56th annual Grammy Awards in Los Angeles, California. (Reuters Photo)