Henson handed out chocolate chip cookies on her way to the stage to accept the award.
Sylvester Stallone won Best Supporting Actor in a Motion Picture for his role as Rocky in Creed.
Wiz Khalifa was nominated for Best Original Song with “See You Again” from Furious 7, but lost to “Writing’s On The Wall” performed by Sam Smith for Spectre.
Best Motion Picture, Drama was awarded to The Revenant, which stars Leonardo DiCaprio. Best Motion Picture, Musical or Comedy went to The Martian, starring Matt Damon. Both actors won Best Actor in their respective categories.
To read the entire list of winners, visit NBC.