“Baby Reindeer”'s Jessica Gunning Says She'll 'Never Ever Forget' Martha After First Emmys Win

"Thank you for trusting me to be your Martha," the British actress said of winning outstanding supporting actress in a limited series or movie at the 2024 Emmys

Jessica Gunning is celebrating her first Emmy win!

At the 2024 Emmy Awards on Sunday, Sept. 15, the Baby Reindeer actress took home the coveted prize for outstanding supporting actress in a limited series or movie.

"Thank you so much!" Gunning said while accepting the honor. "I honestly feel like I'm going to wake up any minute now, this whole thing has been a dream. Thank you very, very much indeed. I'm so incredibly proud to be part of Baby Reindeer. So I would just love to say a huge 'thank you' to everybody who let me, really."

Gunning shouted out the Netflix show's creative team, as well as her agent and loved ones. She said her "biggest thanks," though, had to go to Baby Reindeer creator and star Richard Gadd.

"I've tried so many times to put into words what working on Baby Reindeer meant to me and I fail every time," Gunning continued. "So I'm going to sing… no. No, I'll keep it simple and just say thank you for trusting me to be your Martha. I will never, ever forget her or you or this. It really means a lot."

Aja Naomi King, Dakota Fanning, Diane Lane, Kali Reis, Lily Gladstone and Nava Mau were also up for the award at the Emmys.

Related: The True Story Behind Baby Reindeer: Where Is Martha Now?

In Baby Reindeer, Gunning, 38, played the leading lady Martha, which earned her her first-ever Emmy nomination. She revealed in a panel following a New York City screening in June that she was actually familiar with the story before getting the role.

"I'd seen Richard's show Monkey See, Monkey Do, which is loosely what episode four was based on, so I already knew his writing, and I thought he was ‘brill,’" Gunning said of creator Richard Gadd's writing. "I actually tried to get tickets to see the stage show of Baby Reindeer but it was sold out, so I bought the stage play - which is a little bit Martha of me."

The Netflix hit, which follows a woman who went to great lengths stalking a man who worked at a local bar, was nominated for a total of 11 awards, including outstanding limited series, and star Gadd, Tom Goodman-Hill and Mau for their parts.

Related: Stars React to 2024 Emmy Nominations: 'This Thank You Just Feels So Big'

King, who was up for her role as Harriet Sloane in Lessons in Chemistry, is a first-time Emmy nominee. When she first heard the news, she thanked fans in a statement.

“I am so deeply honored to be nominated for an Emmy," King, 39, said. "It is difficult to put language to the abundance of emotion I feel right now but foremost in my mind is my deep gratitude. Gratitude to the Television Academy, the incredible Lessons in Chemistry cast and crew that I had the privilege to work alongside, and to every person who ever told me to keep going. Thank you."

The show was also nominated for outstanding limited series, garnering a total of 10 nominations.

Ripley actress Fanning, 30, received her first Emmy nomination. The Netflix thriller follows Andrew Scott— also an Emmy nominee — as con man Tom Ripley and Fanning as Marge Sherwood, the girlfriend of Ripley’s son Dickie Greenleaf, played by Johnny Flynn.

Before the show, Patricia Highsmith’s bestselling Tom Ripley novels were adapted into the 1999's The Talented Mr. Ripley film starring Matt Damon, Gwyneth Paltrow and Jude Law.

Fanning recently opened up about her acting career in an interview with PORTER.

"I'm trying to push myself to keep saying yes to things that make me uncomfortable, to keep going to places for long periods of time that maybe I'm scared to do because — God willing — one day, it won't be as easy,” she said.

Related: The Bear and Shōgun Lead 2024 Emmy Nominations: See the Full List

Lane, 59, from Feud: Capote vs. the Swans, has three Emmy nominations in total, dating back to 1989 for her work Lonesome Dove.

Lane recently opened up to PEOPLE about the mix between real life and fiction in Feud: Capote vs. the Swans. “I got to meet some of these characters, Gloria Vanderbilt and Lee Radziwill, and there was still an aura of betrayal,” Lane said of the swans’ fallout with Capote. “This was right around the time when Truman Capote died.”

The story follows the story of Slim Keith’s New York socialite friends, deemed “Swans,” and the downfall of their relationships after he published a book airing out their secrets.

“To be a celebrity was to have a moat around you that meant that you had a private life, which of course invites scrutiny and questioning and wondering,” Lane told PEOPLE about being in the spotlight in the ‘60s and ‘70s. “I think it's at your own peril these days. If you try to pretend that you are not of the people, it's less and less that you can get away with that kind of exclusivity.”

Naomi Watts, Treat Williams and Tom Hollander were also nominated for their roles in the series.

Related: These 2024 Emmy Nominees Are at the Top of Their Game! See PEOPLE's Exclusive Portfolio

Indigenous actress Reis, 38, earned a nomination for playing Evangeline Navarro on True Detective: Night Country. Formerly a boxer, Reis transitioned from a six-time world champion to an actress in her 30s, debuting in film and then getting her role in True Detective.

"Issa took her time and really composed and created this character with so much care and so much time, and she was pretty much her stubborn little Scorpio self," the actress joked to PEOPLE in March. "I had to meet her where she was at, basically."

The show is also nominated for outstanding limited series, and costar Jodie Foster received a nomination for outstanding actress.

Related: Emmy Nominations 2024: The Biggest Snubs and Surprises

Gladstone, 38, also Indigenous, played police officer Cam Bentland in the Hulu drama Under the Bridge. She is the only person from the series who received a nomination, which is also her first.

“I am so touched by this nomination," the Oscar nominee said. "I wholeheartedly share the honor with the stellar cast of Under the Bridge, who brought such deep compassion and unmatched talent to telling Reena Virk’s story.”

She continued: “Every beating heart on screen gave so much of themselves to honor her legacy, and I’d especially like to thank Vritika, Archie and Riley, I am so inspired by you all. Thank you to Quinn Shephard, Samir Mehta, Liz Tigelaar, Stacey Silverman, Gina Gammell and Riley Keough for bringing this story to light and being champions of radical empathy. I’m forever grateful to have been brought along for the journey.”

Mau, 32, made history at this year’s Emmy awards by being the first trans performer nominated for a limited series or TV movie acting category for her role in Baby Reindeer. Mau played Teri, Gadd’s love interest, in the popular Netflix series, and she spoke out about what an honor it was to receive the nomination.

“I am at a complete loss for words," she said in a statement on Wednesday. "This morning is such an emotional rollercoaster filled with tears of joy over this recognition of my work, and for my humanity as a trans Latina woman. Today is an affirmation of my existence and my journey as a working actor. It is a dream come true and I am so humbled and deeply grateful for this nomination. Most importantly, I am thankful to my peers for not only bestowing me with this nomination, but celebrating this groundbreaking moment for the Trans community at large."

"I extend my endless gratitude and congratulations to Richard Gadd, Jessica Gunning, and my entire Baby Reindeer family," she added. "This has been the ride of a lifetime, and I am so deeply moved to be sharing this with all of you. Mil gracias y mucho amor a mi familia en México y San Antonio!”

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