The director beat out contenders George Clooney (The Ides of March), Alexander Payne (The Descendants), Michel Hazanavicius (The Artist) and Woody Allen (Midnight in Paris) in the 'Best Director' category for his film Hugo.
"Thank you so much," Scorsese said. "Sit down, everybody. Thank you, Hollywood Foreign Press."
The 69-year-old went on to thank his daughter for introducing him to the book on which Hugo is based, The Invention of Hugo Cabret.
He revealed that she told him: "Read this book, and why don't you make a film that your daughter can see for once?"
Finally, Scorsese thanked the cast of the film - singling out Sir Ben Kingsley, Asa Butterfield, Chloë Grace Moretz and Sacha Baron Cohen - and his crew and collaborators.
More from the Golden Globes 2012:
> Madonna speechless after 'Best Original Song' win at Golden Globes
> Ricky Gervais at Golden Globes: 'Colin Firth is very racist'
> Peter Dinklage at Golden Globes: 'Our mums keep us humble'
> Golden Globes 2012: TV winners in full
> Golden Globes 2012: Movie winners in full
Watch Martin Scorsese's Golden Globes acceptance speech below:
Browse a gallery of photos from the Golden Globes below: