In the film, the 53-year-old redhead plays an ageing actress feeling increasingly sidelined by an industry obsessed with youth.
When the young son of a rival for new film role is killed in a freak drowning accident, Moore does a dance of joy that remained one of the enduring shocks of this year's festival.
"Vive Los Angeles, Vive David Cronenberg, vive Julie Moore et vive la France," the film's screenwriter, Bruce Wagner, said as he picked up the trophy for Moore, who was not in Cannes.
Her best-known films include 1998's "The Big Lebowski," "Crazy Stupid Love" (2011) as well as "The Hours" and "Far From Heaven," both from 2002.
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Those last two helped her join the elite club of actors to score two Oscar nominations for different films in the same year. She also scored Academy Award nods for "Boogie Nights" (1997) and "The End of the Affair" (1999).
Moore won a Golden Globe and an Emmy for portraying Sarah Palin in 2012's "Game Change," about Republican John McCain's doomed 2008 White House run with the former Alaska governor as his gaffe-prone running mate.
While her dad wanted his daughter to become a doctor or a lawyer, Moore took a degree in drama at Boston University and then headed for New York, where she launched into a career in theatre and television.
Her first big screen role came in 1990's "Tales from the Darkside: The Movie," but it wasn't until three years later that she shot to fame with minor roles in Robert Altman's "Short Cuts" and "The Fugitive" with Harrison Ford.
Since then she has confirmed herself as one of only a handful of actresses who can make the transition comfortably between commercial cinema and art house.