The 26-year-old took the stage for award for Outstanding Lead Actress in a Drama Series for her role as Rue Bennett in Euphoria.
Zendaya thanked the show's cast for making Euphoria "such a safe space to make this difficult show."
She also shared her hope that the series strikes a chord with others struggling with issues like Rue's.
"My greatest wish for Euphoria was that it could help heal people and I want to say thank you to everyone," she said.
I want you to know that anyone who has loved a Rue or feels like they are a Rue.
"I'm so grateful for your stories and I carry them with me and carry them with her."
Zendaya's victory makes her first Black woman to win the Emmy for lead actress in a drama series twice.
For her musical work on the HBO drama series, Zendaya garnered two other Emmy nominations.
She lost out to Cinco Paul and his song "Corn Puddin'" from the Apple TV+ musical comedy Schmigadoon!.
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