He also won the award in the same category at the Golden Globes and Critics` Choice Awards.
He also encouraged struggling actors to "hang in there."
In an emotional moment, the Golden Globe award winning star thanked his female co-stars and all the women that were present at the star-studded event.
He beat out fellow nominees Steve Carell ('Battle of the Sexes'), Willem Dafoe ('The Florida Project'), Richard Jenkins ('The Shape of Water'), and 'Three Billboards' costar Woody Harrelson.
The decorated actress took the stage and thanked her fellow nominees before honouring her castmates, especially Margot Robbie, whom she called "so fearless and brave and such a rock star."
The actress concluded by thanking her friend, screenwriter Steven Rogers, for writing the role for her.
"Thank god for friendship," she said.
The actress beat out Mary J. Blige ('Mudbound'), Hong Chau ('Downsizing'), Holly Hunter ('The Big Sick'), and Laurie Metcalf ('Lady Bird') for the award. (ANI)