ABC's "Modern Family" also captured four comedy awards, including the top sitcom prize, to continue its comedy series domination at the Emmys.
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"I'm steady as a rock," Fox said.
Jimmy Kimmel hosted the ABC-TV broadcast from the Nokia Theatre in downtown Los Angeles.
"Homeland's" Claire Danes won best lead drama actress, while Damian Lewis won best lead actor in a drama.
The show, which just started a second season, upset AMC's "Mad Men," which had dominated the drama category in its four years, and AMC's "Breaking Bad," which is in its final season.
"Mad Men" was going for what would have been a record fifth straight win in the best drama series category.
"We didn't make our show just to undermine them," Danes said. "We're delighted and thrilled and just a little startled." No one on the show expected they would "be recognized right off the bat."
"Homeland" also won a best drama series writing Emmy.
The win by Lewis, who introduced himself as "one of those pesky Brits," was an upset against "Breaking Bad" star Bryan Cranston, who won it for three years. "I was quite convinced that he'd be walking up again tonight," Lewis said backstage.
"Mad Men" star Jon Hamm lost again after five best drama actor nominations for his role as ad exec Don Draper.
"Breaking Bad's" Aaron Paul did claim the best supporting actor in a drama Emmy. "It's not going to be a fairy tale ending," he told reporters backstage about how the series will close out its final season.
Maggie Smith won best supporting actress in a drama for her work in the PBS series "Downton Abbey."
HBO's "Boardwalk Empire" was honored with the best drama series directing Emmy, given to director Tim Van Patten.
"Modern Family" actor Eric Stonestreet, who won his second best supporting actor Emmy for playing Cameron Tucker, was one of four actors in "Modern Family's" ensemble cast nominated.
Stonestreet said backstage he was pulling for castmates Ed O'Neill, Ty Burrell and Jesse Tyler, because "it's nice to win, but we want to spread it around."
When Julie Bowen was announced as the best supporting comedy actress, her castmate and category competitor Sofia Vergara could be heard shouting her support from the Emmy audience.
"Even though Julie keeps winning all my awards, I am still very happy," Vergara said after the show.