The couple heated up the annual awards show ahead of Kelly's performance.
Fox stunned in an embroidered sheer illusion dress by Mugler, from the Spring Summer 2021 collection, designed by Casey Cadwallader. Her red carpet moment has driven more than 143M views on TikTok.
Kelly, meanwhile, dressed up for the occasion in a custom, crimson patterned tuxedo that he paired with silver and gemstone facial adornments and black dress shoes.
ET's Rachel Smith spoke with the pair on the red carpet, and asked how they decided on their looks for the big show.
"He was like, 'You're gonna be naked tonight,'" Fox joked, pointing to her rocker boyfriend. "I was like, 'Whatever you say, daddy!'"
Fox also said she's "so proud" of Kelly for all he's accomplished, adding, "He's the most talented boy in the world."
After appearing alongside Kelly in the music video for his song "Bloody Valentine," Fox made it clear she wants to be his music video co-star in the future.
"He's not allowed to have other h**s in his music videos," Fox said, as Kelly laughed beside her. "It's the queen no one!"
Kelly is nominated for his "My Ex's Best Friend" music video in the Best Alternative category.
Fox attended the show to support Kelly as he performs his new single, "Papercuts" with his collaborator, Travis Barker. The performance will be the world premiere of the new song.
Despite reports that Fox was wearing what appeared to be an engagement ring at rehearsals for the performance, ET has learned that the actress and the musician are not engaged.
Back in May, the couple attended the Billboard Music Awards together, making headlines for Kelly's black tongue and Fox's racy ensemble.
“You know what the dream was? It was exactly what happened to me [this weekend], which was to go to an awards show, shut down the carpet, go onstage, accept an award,” Kelly told GQ of the past awards show moment. “I saw a British GQ article that came out this morning that basically was like, ‘Despite the fact that BTS was there, The Weeknd was there, Drake was there, the talk of the show was [us].’”