The Australian star, who was up against other amazing actresses including Emma Stone, Saoirse Ronan and Tiffany Haddish, won for her portrayal of infamous figure skater Tonya Harding in the black comedy I, Tonya.
"I was so certain this wasn't going to happen," Margot said in her brief speech. "I am so grateful and I'm really nervous. I can't believe I'm even in this group of women, I'm so proud and honoured."
The actress was visibly shocked at her win, and the photo series will make you all kinds of emotional and happy for her. Scroll through to the end for the video of her stunned acceptance speech.
This article originally appeared on In Style.