The actress was nominated for her role as Theodora, the Wicked Witch Of the West, in Disney's Oz the Great and Powerful.
The 30-year-old was up against Barkhad Abdi for Captain Phillips, Benedict Cumberbatch for Star Trek Into Darkness, Michael Fassbender for 12 Years a Slave and Donald Sutherland for The Hunger Games: Catching Fire.
Although Mila skipped the red carpet, she was ready to accept her award when her name was called, reports E! News.
"Listen you guys. You just made my 12-year-old self's dream come true," Mila told the audience. "This is by the far the coolest award and I just realized I was the only woman nominated, and I won. So thank you guys."
The Jupiter Ascending star wore a little black dress that perfectly accentuated her growing baby bump.
Mila Kunis showed off her baby bump in black
Mila is said to be expecting her first child with fiancé Ashton Kutcher, although neither party has publicly commented on either the engagement or baby yet.
The 30-year-old has previously commented on how important family is to her, and the kind of mother she wants to be.
"I want to be a present mom. When I was growing up both my mom and dad worked full-time. I guess the only thing I can say about that is they worked full-time in one location,” she told Playboy last year. “I'm never in the same place for more than two months. How am I ever going to have a family like that? You have to make compromises. If that means I do one movie a year, if people still want to see me and hire me and I don't suck by that point, great. But my only source of happiness can't be dependent on something so fickle. And I find this industry to be incredibly fickle."