The 19-year-old scooped the gong after shooting to fame in Pirates of the Caribbean and King Arthur.
Loads of other stars were out at the bash which marks the end of the seven-day event, including Leonardo di Caprio and fellow Brit Kate Beckinsale.
Keira is in talks to appear in two more sequels to Pirates of the Caribbean.
Kate Beckinsale brought a bit of humour to the glam occasion, saying she didn't feel she fitted in.
She said: "I always feel a little bit like the idiot from Chiswick who's got no business being here at all!"
Keira Knightley chats to Newsround
Was King Arthur any good?
