The actress, 39, received the award for Best Actress in a TV Limited Series or TV Movie for her role as dancer and choreographer Gwen Verdon in Fosse/Verdon.
Williams, who is currently expecting a child with fiance Thomas Kail, used her acceptance speech to advocate for abortion rights.
“I am grateful to live in a moment in our society where choice exists, because as girls and women, things can happen to our bodies that are not our choice," she said.
The star, who is also mother to 14-year-old daughter Matilda from her previous relationship with the late actor Heath Ledger, explained that her career would have been different if she had not been able “to choose when to have my children and with whom, when I felt supported”.
“I know my choices might look different to yours," she said, before imploring women to vote "in [their] own self-interest" this year.
She added: “Women aged 18 to 118, when it’s time to vote, please do so in your own self-interest.
“It’s what men have been doing for years, which is why the world looks so much like them. We are the largest voting body in this country, let’s make it look more like us.”
She concluded by mentioning Kail and Matilda, saying: “Tommy and Matilda, I can’t wait to come home to you.”
Williams' speech received a warm reception from fellow attendees at the ceremony, with her close friend Busy Phillips moved to tears by her words.
Tweeting from inside the awards show, fellow nominee Reese Witherspoon thanked her "for being a champion of women" and described Williams as "an inspiration."