The adland drama, which was awarded the Golden Globe for best television drama series this year, is in its second season in the US and will return to BBC Four in the UK next year.
The second season has won rave reviews as it takes the story of Sterling Cooper deeper into the 1960s.
The new series reunites viewers with leading character Don Draper and his attempts to balance his complicated private life with the office politics of the Madison Avenue ad agency where he is partner and creative director.
While 'Mad Men' scooped what is traditionally thought of as the biggest award of the night, '30 Rock', a satire about a late-night TV show, cleaned up, winning seven awards including best actress for Tina Fey and best actor for Alec Baldwin.
Fey, who also won an award for her writing on the series, said: "I thank my parents for somehow raising me to have confidence that is disproportionate with my looks and abilities. Well done. That is what all parents should do." Fey recently wowed people in her 'Saturday Night Live' sketch as Sarah Palin.
'John Adams', HBO's seven-part mini series about one of the founding fathers of the United States, set an Emmy record with 13 wins, including best miniseries and acting trophies for Paul Giamatti, Laura Linney and Tom Wilkinson.
The previous record was 11 set by HBO's adaptation of the Pulitzer prize-winning play 'Angels in America'.