The Iron Lady star took home the Best Supporting Actress prize for Accused and Best Female in a Comedy Programme for Twenty Twelve.
Praising her fellow nominees Miranda Hart, Jessica Hynes and Julia Davis during her second trip to the podium, she joked, "I'm not even the funniest one in our own programme."
A tearful Sheridan Smith struggled to contain her emotions at the London ceremony as she picked up the Lead Actress trophy for Itv drama Mrs Biggs, based on the true story of the wife of the notorious Great Train Robber, Ronnie Biggs.
Funnyman Steve Coogan won Best Male Performance in a Comedy Programme for Welcome to the Places of My Life, while Ben Whishaw took home the Best Actor award for Richard Ii (The Hollow Crown).
Comedy legend Michael Palin was presented with a Bafta Fellowship by fellow Monty Python member Terry Jones, and said of his prize, "This is a fantastic honour for which I feel deeply unworthy. It is an award for thoroughly enjoying myself for the last 48 years."
Popular Tv series Game of Thrones was crowned the Radio Times Audience Award winner and talk show host Graham Norton, who hosted the event at the Royal Festival Hall, landed Best Entertainment Performance for The Graham Norton show.