Collette was recognised for her role playing a mother with multiple personalities in United States Of Tara.
“Gee thank you so much,” she said as she accepted her award on stage.
“The last time I came here 15 years ago I was on the loo and missed my whole category,” she quppied.
Collette was one of the favourites in this category after claiming the Emmy last year for the same role.
The other nominees were Courteney Cox (Cougar Town), Edie Falco (Nurse Jackie), Tina Fey (30 Rock) and Lea Michele (Glee).
Fellow Aussie Simon Baker and Rose Byrne are also up for awards today at the Beverly Hilton Hotel.