The film beat out a literary biopic "Capote," L.A. story "Crash," 1950s drama "Good Night, and Good Luck" and the British favorite "The Constant Gardener."
"The Constant Gardener," a spy thriller and love story, went into the ceremony with 10 nominations, but took only one award, for editing. "Memoirs of a Geisha" won three awards, for cinematography, music and costume design.
Ang Lee was named best director for "Brokeback," which is up for eight Academy Awards on March 5. Jake Gyllenhaal won the best supporting actor prize for playing Jack Twist, one of two cowpokes who fall in love over the course of a Wyoming summer.
Gyllenhaal said onstage that the movie, whose commercial success is unprecedented for a gay-themed film, "means even more to me socially than it does artistically."
"I've had a lot of people say to me after the film, to my surprise, 'Thank you for making it,'" Gyllenhaal told reporters backstage. "It's made a social impression, and that social impression to me is the aftermath of an artistic impression, and so much more important."
Lee thanked the British people for their support.
"I don't know what makes me so connect to you," he said. "I'm pretty sure it's not the food."
Larry McMurtry and Diana Ossana, who adapted Annie Proulx's short story, won the adapted screenplay prize.
Gyllenhaal's co-star Heath Ledger was beaten out for the best-actor prize by Philip Seymour Hoffman for his depiction of the troubled writer Truman Capote in "Capote."
Reese Witherspoon was named best actress for playing June Carter Cash, the wife and muse of country great Johnny Cash, in "Walk the Line."
Thandie Newton took the best supporting actress award for "Crash," an edgy depiction of racial divisions in modern-day Los Angeles. The film, which had nine nominations, also won the prize for best original screenplay.
A host of stars brought Hollywood glitz to rainy London as they walked a sodden red carpet in Leicester Square.
George Clooney, Charlize Theron, Renee Zellweger, "Desperate Housewives'" Felicity Huffman, "The O.C."'s Mischa Barton and "Crash" star Matt Dillon were cheered by hundreds of fans huddled under ponchos and umbrellas.
Clooney went home empty-handed despite three nominations, as director for his study of repressive 1950s anti-Communism, "Good Night, and Good Luck," and as supporting actor for that film and for political thriller "Syriana."
But he said he was pleased that political cinema was undergoing a renaissance.
"In our country we hadn't talked about politics or anything interesting since Watergate," Clooney said on the red carpet. "Now you go to a coffee shop and people are talking about politics. It's good."
In other awards, animation romp "Wallace and Gromit: The Curse of the Were-Rabbit" was named best British film, beating nominees including "The Constant Gardener" and "Pride and Prejudice."
"Pride and Prejudice" director Joe Wright won the award for best first-time writer, producer or director.
"De Battre Mon Coeur S'est Arrete" ("The Beat That My Heart Skipped") — an acclaimed French film about a man torn between a love of music and a life of crime — was named best film not in the English language.
Producer David Puttnam received the Academy Fellowship for outstanding contribution to the film industry.
In a nod to the often-unsung professionals who make movie magic, the award for outstanding British contribution to cinema went to veteran gaffer — head electrician — Robert (Chuck) Finch and his assistant, or best boy, Bill Merrell.