Jones was handed the first honour during the ceremony at London's Royal Albert Hall and had to compose himself as Colin Firth presented him with the prize.
Jones told the audience it's taken him his whole life to realise he wanted to be a film-maker - and the BAFTA Award is a vindication of his career choice.
During his speech, Jones said, "Wow, thank you so much. I didn't actually realise how much this meant to me. It's taken me an awful long time to know what I wanted to do with my life. Finally, I think I've found what I love doing and I just want to thank everyone who helped me get there."
Meanwhile Kathryn Bigelow's war thriller The Hurt Locker was given the Outstanding Screenplay title, beating off competition from Quentin Tarantino's Inglourious Basterds, Todd Phillips' The Hangover, The Coens' A Serious Man, and Pete Docter and Bob Peterson's Up.
The Hurt Locker, British film An Education, sci-fi blockbuster Avatar, Precious: Based on the Novel Push by Sapphire, and Up In The Air are set to compete for the night's Best Picture prize.
An Education star Carey Mulligan is up for Best Actress, facing competition from Hollywood veteran Meryl Streep (Julie & Julia), French star Audrey Tautou (Coco Before Chanel), Saoirse Ronan (The Lovely Bones), and Gabourey Sidibe (Precious: Based on the Novel Push by Sapphire).
Meanwhile, Brit actor Colin Firth is nominated for his performance in fashion designer Tom Ford's directorial debut, A Single Man. He will compete in the Best Actor category alongside Jeff Bridges (Crazy Heart), George Clooney (Up In The Air), Jeremy Renner (The Hurt Locker) and Andy Serkis (Sex & Drugs & Rock & Roll).