Lopez, 50, was nominated for best supporting actress in a motion picture for her work in "Hustlers" -- and was a favorite to win -- but the award instead went to Laura Dern, who starred in "Marriage Story."
After Dern took the prize, Rodriguez, 44, posted a photo on Instagram with a loving note to his fiancée, reminding her that it's not always about winning.
"Jen, it doesn’t take a trophy, medal, or plaque to identify a true champion," Rodriguez said in the caption. "To millions of young women who have watched you and have been inspired and empowered to do amazing things in their lives, you are a champion."
"For countless musicians, dancers, actresses, and performers who have seen and emulate your passion, drive and work ethic to find their own success, you are a champion," he continued. "To your children, your family, your coaches, your staff, and your extended family, you are a champion."
He concluded: "To everyone whose lives you enrich daily, you are a champion. And don’t you ever forget it."
The photo featured Lopez on the red carpet before the event, sporting a white, green and gold gown.
The songstress commented on the post, simply saying, "You are my everything."
Lopez's last Golden Globe nomination came in 1998 for her performance in "Selena." She is currently considered a strong candidate for an Oscar nomination for her "Hustlers" role.