In all four categories the 25-year-old extreme dresser was up against another chart-topping diva Katy Perry, nominated four times including for best song for "Firework".
Lady Gaga's other two nominations are best video (Born This Way) and biggest fans, a new category introduced this year.
Bruno Mars joins Perry with four nominations -- best new, best male, best "push" act and best song for "Grenade".
Adele, Britain's own best-selling chart sensation, is shortlisted three times -- best female act and best song and best video for "Rolling in the Deep".
Canadian teen heartthrob Justin Bieber competes for best pop, best male and biggest fans, while Thirty Seconds to Mars is up for best alternative, best world stage and biggest fans.
The MTV Europe Music Awards, one of pop's biggest prize nights outside the United States, will be held on Nov. 6 from Belfast's Odyssey Arena.
The 2010 awards, held in Madrid, were the event's most-watched telecast, according to the music channel, with 22.2 million viewers tuning into MTV and VIVA channels around the world.
There were also 4.5 million live streams of the show online.
(Reporting by Mike Collett-White, editing by Paul Casciato)