The Australian actress beat out the favorite for the honor, Tina Fey, who has won a raft of awards in recent years for her performance on the NBC comedy "30 Rock."
"Wow, this is insanely confronting," Collette said as she picked up her prize. "Thank you so much to the Television Academy for recognizing our show in this way. I'd like to acknowledge my fellow nominees. I'm so humbled to be here in this room, let alone up on this stage."
Collette's film credits include "Muriel's Wedding," "The Sixth Sense" and "The Hours."