"I would like to dedicate this award to all the Moonees out there", she said.
James Franco also won a Golden Globe for "The Disaster" artist, shortly before allegations against him emerged.
The film wasn't deemed the best comedy, though: That award went to "The Big Sick".
Besides taking digs at Wahlberg and the men of Hollywood, Munn starred as Massachusetts-born Olympic figure skater Nancy Kerrigan in a bit that spoofed the new film "I, Tonya".
Click through our gallery to see the best dressed guests from this year's Critics' Choice Awards.
Wonder Woman was one of the biggest films of 2017, earning positive critical acclaim and pushing past $3 billion at the worldwide box office.
Janney played along for a bit, saying, "My mother is going to be very proud, because I learned everything from her".
It was a question we found ourselves asking throughout the night, like in an extended segment where Munn sat at a table with Chris Hardwick and fangirled out (again) about all the famous people in the room.
Chris, who attended the awards ceremony on Thursday with his older brother Luke Hemsworth, looked dapper in a midnight blue suit.
Ridley Scott completed the film's reshoots mere weeks before a planned December release date to ensure the film still hit that date and stayed in contention for this year's awards season.
Moss thanked critics for "embracing the show from the beginning" as she accepted the award.
Guillermo del Toro is going to be hard to beat in the best director race. "I like it. It goes well with the awards", he said after winning Best Director.
Tony says the big victor of the evening was 'The Shape of Water, ' taking home 4 awards: Best Picture, Best Director, Best Production Design and Best Score. "It really felt like a community talking about a problem that they all have".