The former Sopranos star beat the likes of Tina Fey and Amy Poehler to win 'Outstanding Lead Actress In A Comedy Series'.
She told Deadline: "The whole comedy world is new terrain for me. When I'd found out I was nominated for a comedy series, I laughed my head off."
Falco added that she had not anticipated winning her category, calling her fellow nominees "hysterically funny, talented comediennes".
"I'm not playing coy here, I'm just really dumbfounded by the events of this evening," she insisted. "[Beating] Tina Fey? I mean, for heaven's sake, it's ridiculous."
A third season of Nurse Jackie will air on Showtime next year.