Leonard Cohen has also posthumously won a Grammy Award for rock performance for his album You Want it Darker.
Mars's victories included best R&B song for That's What I Like and best R&B album with 24K Magic, while Lamar's HUMBLE. beat Jay-Z to win best rap song.
Jay-Z went into the show with a leading eight nominations, mostly from his soul-baring 4:44 album.
The two stars won three awards each during the pre-telecast on Sunday. On Sunday, Lamar was joined onstage by a cadre of dancers in camouflage.
Childish Gambino, the alter ego of actor Donald Glover, won his first ever Grammy for "Redbone" which was named best traditional R&B performance.
In 2016, rapper Kendrick Lamar electrified the audience and set Twitter on fire with a powerful, political performance at the Grammys.
There was no hip hop hurray Sunday night.
Other major contenders include Mars, with "24K Magic", his latest return to fun-loving, old-school funk.
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He added: 'The people of the United States have always held a special affection and admiration for the people of the Book'. The vice-president thought it was critical to have his counsel for a speech of this magnitude", the official said .
Kendrick's recent recognition marks just another achieved milestone in his career after first gaining widespread fame with his album, "good kid, m.A.A.d city".
Country music legend Reba McEntire, who branched across categories to win the Grammy for Best Roots Gospel Album, said that the white rose amounted to a message to "treat people kindly".
Mars gave an energetic and colorful performance of "Finesse" with breakthrough rapper Cardi B; Pink was a vocal powerhouse while she sang "Wild Hearts Can't Be Broken"; and Rihanna, DJ Khaled and Bryson Tiller teamed up for a vibrant performance of "Wild Thoughts".
Janelle Monae may have provided one of the most memorable speeches as she took time to call out the Time's Up and #MeToo movements (which are working to end sexual harassment, sexual abuse and inequality in the workplace) during her introduction for Kesha's emotional performance of "Praying."
The viral dance hit that has broken the record for views on YouTube is in the running for both Record of the Year, which recognizes best tune, and Song of the Year, which awards songwriters.
Cara said she was wearing a white rose to show support to women not just in the entertainment industry.
Before the performance, Maren Morris, Eric Church and Brothers Osborne performed an emotional rendition of Eric Clapton's "Tears In Heaven" - written after his son died - in honour of the 58 people who died at the Route 91 Harvest Festival in Las Vegas past year.
But like numerous major USA award shows this year, entertainment and trophies won't be the only matters on the minds of performers.
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