Los Angeles, Sept. 15 -- On Sunday night, Cristin Milioti bagged the Emmy for Lead Limited Series Actress for her role as Sofia Gigante in HBO's "The Penguin."

This is her first Emmy nomination and win, as per Variety.

During her winning speech, she humorously referenced her therapy notes.

"Sorry, I wrote this on the back of notes I took in therapy the other day, so don't look at the back," she said as she took the stage to accept her award.

"It's very hard to make sense of being alive right now in this world, so I'm deeply grateful for the bright spots," she continued. "Making this show with our incredible cast and crew, and getting to inhabit this woman, was a bright spot for me. Despite it being very grisly, playing her felt like f...