The two shows, which are both nominated for BAFTAs later this month, walked away with the 'TV Drama' and 'TV Comedy' gongs.
Sherlock's executive producer Beryl Vertue said of the win: "I am very thrilled. I think Sherlock is brilliantly written. Mark Gatiss and Steven Moffat are aficionados - and they write with love and care and the cast is so good."
Awards host Melvyn Bragg said: "I don't think anyone envied our judges for their impossible decision this year. With such a strong and vibrant array of winners, this is a wonderful opportunity to praise the incredible wealth of artistic brilliance we have in this country."
Other award winners included We Need To Talk About Kevin, which took home the 'Best Film' gong, and Kate Bush, who earned the 'Pop' title for her 50 Words for Snow record.
The South Bank Sky Arts Awards air on Sky Arts this evening (May 1).