The band went on to play a rendition of the Game of Thrones theme tune in honour of actor Richard Madden who won a Golden Globe for his role in BBC drama Bodyguard.
The Hollywood Foreign Press Association, which hosts the Globes, has been heavily criticised for presenting the film with a top, in the wake of the #MeToo and #TimesUp movements.
It's been shortlisted in the Outstanding British Film, Costume Design, Make-Up & Hair, Cinematography, Editing and Sound categories, while Rami Malek is up for the Leading Actor award.More news: R. Kelly celebrates birthday amid docuseries outcry
Bohemian Rhapsody, a biopic focusing on Queen lead singer Freddie Mercury, took out the award, ahead of another hotly-tipped musical film, A Star Is Born.
According to Deadline, May, who acted as executive producer on Bohemian Rhapsody, said: "The mistake that critics made was reviewing the trailer instead of reviewing the film". In his acceptance speech, he thanked the late Mercury for inspiring him.
"I love Nicole. I admire her and respect her. We're giving him the love, celebration and adulation he deserves".
"To you, Brian May, to you, Roger Taylor, for ensuring that authenticity remains in the world", he said. I think they wanted to enjoy it, it was an exceptional night for everybody, but they're used to being rock stars and doing rock star things and that was a very Hollywood industry night which I had a blast at.More news: Fred Hoiberg: ‘My passion is in coaching’ not front office job
Check out Malek's speech below, and see the full list of Golden Globes winners here. "I'm privileged to be counted among you".
Numerous women who took home Golden Globe awards used their speeches to call for more opportunity for females in Hollywood.
He dedicated the award to Mercury, who died in 1991, adding: "This is for and because of you, gorgeous!"
On the television side of the night, Netflix and FX tied for most awards won, with FX's The Americans winning for best drama series and the Assassination of Gianni Versace winning best limited series.More news: NFL Divisional Playoff Game Has Major Snow In The Forecast