The poet of bleak days and rain-sodden gloom won the Palme d'Or at Cannes, one of the least gloomy things that can happen to a film-maker.
The prize, for his latest film Secrets and Lies, cements his international reputation for films which include Life is Sweet and Bleak Moments and completes a period of peaks and troughs which has seen him win the director's award at Cannes in 1993 for Naked and a special achievement award at Bafta.
He spent a week being feted by international film experts and the foreign press but studiously avoided contact with British journalists as he did not want to talk about the collapse of his marriage to the actress Alison Steadman.
Leigh said of his win: "It is wonderful and delightful and terrific, and what more can I say? It is wonderful for there to be this recognition of films about ordinary people. That's not to say the banal films of the world, but those of us ... making films about the essence of what it is to be alive. I hope it is an encouragement to all kinds of personal cinema."
Earlier in the day he won the international critics' award and Brenda Blethyn won the best actress award for her starring role in Leigh's winning film.
She said she found working with Leigh "gruelling but at times very funny. Because you create such a complete character, there's such a feeling of satisfaction at the end."
Secrets and Lies tells the story of a black Londoner's exploration of her family's past; it stars Marianne Jean-Baptiste and Timothy Spall and will be released in Britain in June.
Asked whether the fact that the mother portrayed in Secrets and Lies finally succeeds in her apparently doomed task meant that he had become more optimistic, Leigh answered: "The fact is, I'm just as pessimistic as I was in the 1980s. But that doesn't mean I'm not optimistic on screen. "I don't think 'Oh, we should make people cry here, or let's have a laugh there'. It just comes out that way. Life is hilarious and tragic."