The award, including $41,000 in cash, was presented to the 35-year-old France-born artist at a ceremony Tuesday in Derry, Northern Ireland -- the U.K. City of Culture 2013.
"I'm not ready, I didn't expect it at all," Prouvost, who lives and works in England, said as she collected her award Monday.
"I thought, 'It can't be me.' I was sure it was not me. So, thank you everybody," she said. "The power of suggestion and imagination is something I love to play with."
The other finalists were artists David Shrigley, Tino Sehgal and Lynette Yiadom-Boakye, the BBC said.