The film is Ramsay's first in nearly 10 years and only her third since her breakthrough, Ratcatcher. At a ceremony in London her new film, which came out on general release last Friday, was named best film from a strong shortlist including Steve McQueen's Shame and Terence Davies's The Deep Blue Sea.
The director John Madden, who chaired the category's jury, said they had been struck by the "sheer panache" of a shortlist with "great storytellers".
He added: "In the end, we were simply bowled over by one film – a sublime, uncompromising tale of the torment that can stand in the place of love. We Need to Talk About Kevin is made with the singular vision that links great directors across all the traditions of cinema."
The film, which stars Tilda Swinton as the mother of a boy in jail for a Columbine-style high school massacre, has been much praised by critics.
After its first screening in Cannes the Guardian's Peter Bradshaw gave it five stars and called it "a brilliantly nihilist, feminist parable".
More at The Guardian.