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Henson lambasted the decision after praising Lizzo for donating $1m (£820k) to the reproductive healthcare organisation Planned Parenthood.
The 51-year-old Empire actor told the audience: "It's about damn time we step into our power.
"It's about damn time we talk about the fact that guns have more rights than a woman. It's a sad day in America."
She continued: “A weapon that can take lives has more power than a woman who can give life if she chooses to. And it’s about time I got that off my chest.”
Elsewhere in the ceremony, “Make Me Feel” singer Janelle Monáe said “f*** the Supreme Court” and put their middle finger up while presenting the award for best female R&B/pop artist.
“These artists are making art on our own terms, owning our truths and expressing ourselves freely and unapologetically in a world that tries to control and police our bodies, my body and our decisions, my body,” Monáe said.
The winner of the award, Jazmin Sullivan, told the men in the audience: “We need y’all to stand up for us, stand up with us.
“If you’ve ever benefited from a woman making one of the toughest decisions of her life, which is to terminate a pregnancy, you need to be standing with us. This is not just a woman’s issue. This is everybody’s issue, and we need your support more than ever.”