The presenter, 51, won the trophy for her presenting work on BBC One competition showThe Traitors.
When Winkleman’s name was read out – revealing she had beaten stars such as Big Zuu and Sue Perkins to win the award – she hugged her husband, the film producer Kris Thykier.
In her acceptance speech, she opened by saying: “I can’t get emotional because I’m wearing so much eyeliner.”
Winkleman then thanked several colleagues and people at Bafta, before moving on to her family. “Thank you to my husband Kris,” she said. “Please can we have a dog. That’s in brackets.”
The dog comment was met by laughter and cheers in the audience at London’s Royal Festival Hall.
Winkleman also thanked her parents and dedicated the award to them.
“You can have it,” she said. “I mean, not really, but you can touch it.”
Winkleman and Thykier have been married since 2000. His credits include the films Operation Mincemeat and Luther: The Fallen Sun.
The Traitors was a huge hit when it aired on BBC One last year, and Winkleman was a very memorable presenter: she was so into the proceedings that she cried during the finale.
The psychological deception competition saw 22 strangers move into a castle in the Scottish Highlands to complete a series of challenges together as a team.
Among the loyal contestants, though, traitors were hiding – and attempting to win the cash prize, of up to £120,000, for themselves.