30 Rock creator Fey and co-stars Alec Baldwin and Tracy Morgan claimed their third consecutive trophy for Outstanding Comedy Series, while Mad Men was a repeat winner for Outstanding Drama Series.
Fey's series was an Emmy favourite, landing a whopping 22 nominations in 2009 after stealing the show at last year's (08) ceremony.
Baldwin defended his title as the Outstanding Lead Actor in a Comedy, although Fey failed to secure a second win for Outstanding Lead Actress after United States Of Tara's Toni Collette took home the prize.
The funnywoman later redeemed herself after 30 Rock beat out Entourage, Family Guy, Flight of the Conchords, How I Met Your Mother and The Office to reclaim the prize for Outstanding Comedy Series.
Thanking her patient cast and crew, Fey said: "That was a real nail biter... I want to thank the family and loved ones of all the people who work on the show... for almost four years now."
Another repeat winner, actress Glenn Close, claimed victory for her lead role on TV drama Damages for the second year running.
Meanwhile, veteran actress Jessica Lange was gracious after her name was called for Outstanding Lead Actress in a Miniseries or Movie for her role in TV movie Grey Gardens.
The 60 year old praised co-star Drew Barrymore for helping to reignite her career: "This part was a gift and they don't come around that often for me anymore... and above all (I thank) the other half, Drew Barrymore, for her extraordinary talent, for her brilliance, for her determination."
The spectacular ceremony, held at Los Angeles' Nokia Theater, also featured a performance from Sarah McLachlan, who paid tribute to recently deceased entertainers with a rendition of her ballad I Will Remember You.
This year's show was hosted by How I Met Your Mother star Neil Patrick Harris, who opened with a song and dance number. Harris ended his musical routine with a light-hearted jab at MTV Video Music Award stage invader Kanye West, warning nominees to keep an eye on celebrities looking to crash their acceptance speeches.
Harris joked, "Here's hoping Kanye West likes 30 Rock."
The full list of Emmy Award winners is as follows:
Outstanding Supporting Actor in a Comedy Series: Jon Cryer - Two And A Half Men
Outstanding Supporting Actress in a Comedy Series: Kristin Chenoweth - Pushing Daisies
Outstanding Supporting Actor in a Drama Series: Michael Emerson - Lost
Outstanding Supporting Actress in a Drama Series: Cherry Jones - 24
Outstanding Writing for a Variety, Music or Comedy Series: The Daily Show With Jon Stewart
Outstanding Lead Actor in a Miniseries or a Movie: Brendan Gleeson - Into The Storm
Outstanding Lead Actress in a Miniseries or Movie: Jessica Lange - Grey Gardens
Outstanding Variety, Music or Comedy Series: American Idol
Outstanding Guest Actress in a Drama Series: Ellen Burstyn - Law & Order: Special Victims Unit
Outstanding Guest Actress in a Comedy Series: Tina Fey - Saturday Night Live
Outstanding Director in a Comedy Series: Jeff Blitz - The Office
Outstanding Writing for a Comedy Series: Matt Hubbard - 30 Rock, The Reunion
Outstanding Made for Television Movie: Grey Gardens
Outstanding Supporting Actor in a Miniseries or Movie: Ken Howard - Grey Gardens
Outstanding Directing for a Miniseries, Movie or a Dramatic Series: Dearbhla Walsh - Little Dorrit
Outstanding Writing for a Miniseries, Movie or a Dramatic Special: Andrew Davies - Little Dorrit
Outstanding Supporting Actress in a Miniseries or a Movie: Shohreh Aghdashloo - House of Saddam
Outstanding Reality-TV Competition: The Amazing Race
Outstanding Miniseries: Little Dorrit
Outstanding Guest Actor in a Drama Series: Michael J. Fox - Rescue Me
Outstanding Guest Actor in a Comedy Series: Justin Timberlake - Saturday Night Live
Outstanding Directing for a Drama Series: Rod Holcomb - ER
Outstanding Writing for a Drama Series: Kater Gordon, Matthew Weiner - Mad Men
Outstanding Lead Actor in a Comedy Series: Alec Baldwin - 30 Rock
Outstanding Lead Actress in a Drama Series: Glenn Close - Damages
Outstanding Lead Actor in a Drama Series: Bryan Cranston - Breaking Bad
Outstanding Lead Actress in a Comedy Series: Toni Collette - United States Of Tara
Outstanding Host for a Reality Competition Show: Jeff Probst - Survivor
Outstanding Comedy Series: 30 Rock
Outstanding Drama Series: Big Love
Outstanding Original Music & Lyrics: 81st Annual Academy Awards - Song Title: Hugh Jackman Opening.