A heckler yelled back: "In Israel they're nice also."
Antonoff fired up at the comment, standing up and stopping the show.
He draped an arm around Lorde and bellowed: "Oh come on. No, hold on. We've raised a shit-ton of money tonight. F*** that negativity.
"That motherf***er better donate a couple ten thousands dollars more to this shit," he continued.
Lorde thanked Antonoff afterward: "I appreciate it. Thank you so much."
The incident comes after Antonoff took to Twitter to deny rumours he and Lorde had started dating after his break-up with Dunham.
He wrote on Twitter: "I'm not seeing anyone." His tweet was liked by Lorde.
The pair became friends after spending a year working on Lorde's second album Melodrama together.
The album has been nominated for a best album Grammy, which will be awarded at Monday's ceremony.