Endgame also picked up major character awards with Robert Downey Jr's Iron Man crowned best hero, and Thanos, who was played by Josh Brolin, named best villain.
Released in April, Endgame has been a huge commercial success and is second only to Avatar in the list of highest grossing films ever made.
Anthony Russo, who directed the film with his brother Joe, accepted the prize for best film after seeing off competition from BlacKkKlansman, Spider-Man: Into the Spider-Verse, To All the Boys I've Loved Before and Us.
"A movie like this one is only possible because it's been built on the shoulders of so much great work, so many talented artists and storytellers stretching back decades and generations now," he said.
"All the way back to its origins with the late, great Stan Lee."
Marvel also scooped a prize for Captain Marvel, with Brie Larson, who plays the titular character, accepting the award for best fight.
Despite mixed reactions to Game of Thrones' eighth and final season, it won best show at the ceremony.
MTV have not had separate gender categories for acting performances since 2017, with both the TV and film trophies taken home by women this year.
The Handmaid's Tale star Elisabeth Moss won best performance in a show while Lady Gaga picked up the prize for best performance in a movie for A Star Is Born.
Dwayne 'The Rock' Johnson was honoured with the generation award.
During his acceptance speech, Johnson said producers "didn't know what the hell to do with me", adding: "So I made a choice, and the choice was I wasn't going to conform to Hollywood, Hollywood was going to conform to me."