Speaking after his win, the singer and pianist refused to be drawn into the argument about his nationality.
"It's interesting you would call me an American. I just feel really pleased to be a part of this，" he said.
Hegarty said he was "utterly shocked" to win, adding: "It's a really prestigious award and I feel honoured to have won it. I've no idea what it signifies, I'm just taking it one step at a time."
Asked what he would do with the prize money, he shrugged: "Maybe I should buy some clothes. I know I look a bit rotten."
Winning the Mercury Prize should boost Antony and the Johnsons' sales.
When Ms Dynamite won in 2002, her sales shot up by 700 per cent.
Chairman of the judges Simon Frith said: "It is the most extraordinary album. It doesn't sound like anything else around. I don't think anybody could be unmoved by it, which is a what a Mercury record should be all about.
"There must be a lot of people out there who have never heard it and I hope this win will encourage them to listen to it."
Of the nationality controversy, Frith said: "We just listen to the records we are given. If he wasn't eligible then we wouldn't have been listening to it."