Haneke edged out top contenders including Quentin Tarantino's Inglourious Basterds, the Pedro Almodovar-helmed Broken Embraces and Isabel Coixet's Map Of The Sounds Of Tokyo for the acclaimed film prize.
The Austrian director's previous movies include The Piano Teacher, Hidden and Funny Games.
Accepting the award, Haneke said: "Sometimes my wife asks me a very feminine question: 'Are you happy?'
"That is very hard to answer. But today is a moment in my life where I can say I am very happy, and I am thinking of you too," he said, addressing his wife in the audience.
Meanwhile, Chistoph Waltz won best actor for his portrayal of a multilingual Nazi in Inglourious Basterds, while Charlotte Gainsbourg was named best actress for her role as a grieving mother in Lars Von Trier's Antichrist.