Since its first season in 2011, the HBO show has been in the outstanding drama race at the Emmys but failed to taste success until now. "Thrones" also scored the best supporting actor trophy for Peter Dinklage, who has been a fan favourite for his portrayal of Tyrian Lannister.
With eight other wins at the previously held Creative Arts Emmys, "Thrones" became the first TV show to take home 12 awards in a single year, beating "The West Wing", which collected nine trophies in 2000. Creators David Benioff and DB Weiss's work earned them best writing, while helmer David Nutter bagged the outstanding directing honour.
Hamm, 44, got a great farewell in the form of the outstanding actor in a drama series trophy for playing troubled ad man Don Draper in the just-wrapped "Mad Men". His win comes after seven years of wait.
"It's incredible and impossible for me personally to be standing here," said Hamm, who received a standing ovation from the audience.
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But the most emotional moment of the ceremony came when Davis was announced as the outstanding actress in a drama series winner for her performance of a law school professor Annalise Keating in "How to Get Away With Murder".
"So here's to all the writers, the awesome people -- people who have redefined what it means to be beautiful, to be sexy, to be a leading woman, to be black," she said, while thanking series creator Peter Nowalk, executive producer Shonda Rhimes and others.
HBO struck gold at the Emmys, which recognises the best in television, with its another drama "Veep" also winning four major awards.
Its other wins included outstanding supporting actor for Tony Hale and outstanding writing.
Actor Jeffrey Tambor won the outstanding lead actor in a comedy series for his transgender role on "Transparent" and took the opportunity to address the cause of the community.
"I have been given the opportunity to act because people's lives depend on it. I'd like to dedicate my performance and this award to the transgender community."
Hosted by Andy Samberg, the 67th annual Primetime Emmy Awards took place at the Microsoft Theater in downtown Los Angeles.