"Amour" is the story of an elderly couple's relationship as the wife deteriorates physically and mentally, The Hollywood Reporter said.
"I thank my wife, who has been putting up with me for years," Haneke said Sunday night.
Haneke's film stars actors Jean-Louis Trintignant and Emmanuelle Riva, both iconic in the French cinema world.
Meanwhile, Carlos Reygadas was named best director for "Post Tenebras Lux," and Mads Mikkelsen won the best actor award for his part in Thomas Vinterberg's "The Hunt."
The Jury Prize went to Ken Loach's "The Angels' Share."
"Thanks to the jury; you're very nice," Loach, an English director, said in French. "Cannes shows us that cinema is not just a diversion, it shows us who we are and how we live together."