She tops the late classical conductor Sir Georg Solti, who won 31 Grammys between 1963 and 1998.
The star trio paid tribute to the late singer-songwriter with a lovely performance of her 'Rumours' ballad.
The song is up for four awards at the ceremony.
Swifties also had plenty to say about the singer's Midnights-ready red carpet dress.
Swift tweeted in reaction the news about Davis taking home a Grammy Award and reaching EGOT status.
Before the big show, see all the major fashion from music's biggest stars.
Davis, who is now the 18th person to achieve winning an Emmy, a Grammy, an Oscar and a Tony Award, won a Grammy Award for her audio recording of memoir Finding Me.
Follow along all Sunday as we update the winners list in real time.
The singer-rapper and comedian have been romantically linked since 2021.
Sheryl Crow honored Christine McVie, best new artist nominees Latto and Måneskin performed, and Frankie Valli brought the house down at the star-studded gala.