The TV series picked up Best Drama, while its stars John Hamm and Christina Hendricks won the Best Actor in a Drama and Best Supporting Actress in a Drama prizes respectively. Christina shared her accolade, however, with Margo Martindale of 'Justified'.
Other winners on the night included 'The Big Bang Theory' star Jim Parsons, who took home the award for Best Actor in a Comedy, while Tina Fey picked up Best Actress in a Comedy.
'How I Met Your Mother' star Neil Patrick Harris was named Best Supporting Actor in a Comedy, while 'Cougar Town' actress Busy Philipps collected the female equivalent, cheered on by her co-star Courteney Cox.
A comedic high point of the night came when Television Icon Award recipient Danny DeVito emerged completely naked from within a sofa. He also posed for photos with drag queen RuPaul, who had ditched his usual long dress and heavy make-up to attend the awards in a suit.
The ceremony - which was hosted by British presenter Cat Deeley and held at the Beverly Hills Hotel - is thought to be a good indicator of the forthcoming Emmys, at which many critics are hoping to see Margo get a nomination for her role as Mags Bennet in 'Justified', which has been likened to that of fictional gangster Tony Soprano.
She said of her role: "I had the time of my life doing this part. It was an incredible gift and joy, like flying, like sailing, like playing in my backyard."
List of main winners at the Critics' Choice Television Awards 2011:
Best Drama: 'Mad Men'
Best Comedy: 'Modern Family'
Actor in a Drama: Jon Hamm, 'Mad Men'
Actress in a Drama: Julianna Margulies, 'The Good Wife'
Supporting Actor in a Drama: John Noble, 'Fringe'
Supporting Actress in a Drama (tie): Margo Martindale, 'Justified;' Christina Hendricks, 'Mad Men'
Actor in a Comedy: Jim Parsons, 'The Big Bang Theory'
Actress in a Comedy: Tina Fey, '30 Rock'
Supporting Actor in a Comedy: Neil Patrick Harris, 'How I Met Your Mother'
Supporting Actress in a Comedy: Busy Philipps, 'Cougar Town'
Best Reality Series (tie): 'Hoarders', 'The Real Housewives of Beverly Hills'
Best Reality Series Competition: 'American Idol'
Best Reality Show Host: Mike Rowe, 'Dirty Jobs'
Best Talk Show: 'The Daily Show'