Margulies, who has been nominated 13 times for Emmy award, earlier bagged two honours-- outstanding supporting actress ('ER') in 1996 and later best leading actress in a drama series for 'Good Wife' (2011).
The 48-year-old actress beat Lizzy Caplan ('Masters of Sex'), Robin Wright ('House of Cards'), Claire Danes ('Homeland'), Michelle Dockery ('Downton Abbey') and Kerry Washington ('Scandal') in the category, said The Hollywood Reporter.
"What a wonderful time for women on television," Margulies said, while accepting the award. "Josh Charles I miss you every day, what were you thinking," she added to her former co-star on the drama.
Margulies expanded upon her speech, when she mentioned the difficulties of working on a 22-season show versus other cable dramas that often have shorter seasons. "They deserve to have some Emmy love," she said.
She also admitted that the fifth season, which critics and fans have applauded as one of strongest of the show, has caused some nervousness over how to match that quality.