We establish a regularity result for stochastic heat equations in probabilistic evolution spaces of Besov type and we use it to prove a global in time existence and uniqueness of solution to a stochastic magnetohydrodynamics equation. The existence result holds with a positive probability which can be made arbitrarily close to one. The work is carried out by blending harmonic analysis tools such as Littlewood–Paley decomposition, Jean–Micheal Bony paradifferential calculus and stochastic calculus. The law of large numbers is a key tool in our investigation. Our global existence result is new in three-dimensional spaces.