The moviemaker, who divorced Cameron in 1991, took home her first DGA honour for her gritty war drama The Hurt Locker, after competing against her former partner and his epic Avatar.
Lee Daniels (Precious: Based on the Novel Push by Sapphire), Jason Reitman (Up in the Air) and Quentin Tarantino (Inglourious Basterds) were also nominated in the Best Director category.
Bigelow's win also marks the first time a female director has been awarded the prize.
The 58 year old told the crowd, "This is the most incredible moment of my life. This is amazing. I'm so deeply stunned, honoured and awed."
Other winners at the ceremony included Lesli Linka Glatter, who was honoured for directing work on TV show Mad Men, and Ross Katz who was named Best Director of a TV Movie for Taking Chance, which starred Kevin Bacon as a soldier escorting the body of a comrade back to his home town.
Norman Jewison was honoured with the guild's lifetime achievement award.