The recipient has gone on to win the equivalent Oscar for the last 10 years.
Eddie Redmayne took the award for his role in The Theory of Everything.
Michael Keaton and the rest of the Birdman cast did, however, win the award for best ensemble cast at Sunday’s ceremony.
There were also prizes for Oscar hopefuls Julianne Moore, Patricia Arquette and JK Simmons.
In a year when the lack of diversity at awards ceremonies has been under the spotlight, black actresses won the two major acting prizes in the TV categories for the first time in history.
Viola Davis was named outstanding lead actress in a drama for How to Get Away With Murder, while Uzo Aduba was honored for her role in Orange is the New Black.
The Netflix series, set in a women’s prison, also won best comedy ensemble cast.
Downton Abbey won best ensemble cast in a TV drama for a second time.
The SAG awards are seen as a strong indicator of who will win at the Oscars because actors make up the largest portion of the Academy of Motion Pictures Arts and Sciences.
Michael Keaton had been expected to pick up the best actor award but was beaten by Eddie Redmayne, who plays a young Stephen Hawking in The Theory of Everything.
The actor led the Birdman cast on stage to accept the ceremony’s main award – best ensemble cast – and called acting “the ultimate team sport”.
Julianne Moore continued her winning streak by taking home the best actress in a film award for Still Alice, where she plays a professor suffering from early-onset Alzheimer’s.
Other winners included Kevin Spacey for House of Cards and William H. Macy for Shameless.
Mark Ruffalo, who is Oscar-nominated for his film role in Foxcatcher, won best actor in a miniseries or TV movie for his role in A Normal Heart.
Frances McDormand won best actress in the same field for her part in HBO’s Olive Kitteredge.
Debbie Reynolds was honored with a Lifetime Achievement Award, presented by her daughter Carrie Fisher, who joked, “she has been more than a mother to me, not much, but definitely more.”
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