"[She] sends me a photo of herself weeping, so I thought, 'Let me give her a call and see what this is about,' " Preston, 46, told PEOPLE in a video interview. "She was like, 'You got nominated!' "
By the time the True Blood star's publicist called to confirm the good news, the excitement had begun to kick in.
"I was saying, 'Oh my God, oh my God, oh my God' in the streets of New York, which probably made me just look like any other crazy person walking around the city."
It was the first nomination – and the first win – for Preston, who was given the award on Sunday for outstanding guest actress in a drama series for her portrayal of The Good Wife's Elsbeth Tascioni.
"I've never been to the Emmys as a nominee," she admitted. "I'm always on the arm of my husband, Michael Emerson, who's been nominated about 550 times."
Preston wore a gown designed by Makato Takada, a designer she's been working with since 2007, when he was a student at New York's Fashion Institute of Technology.
"We're going for black and white [because] we want the red [of my hair] to be the only color," she explained.
Preston and her husband of 15 years share a sweet ritual before the Emmys each year. "We make peanut butter-and-jelly sandwiches and we put them in little brown paper bags and we take them with us to eat after the red carpet because when you go to the Emmys they don't feed you," she said.
"It's hours before you're going to eat again, so we always get a little snack," she added. "We kick our shoes off in the corner somewhere and we eat out little peanut butter and jelly sandwiches. It's kind of a tradition."
But their plans were foiled on Sunday night. Preston Tweeted a pic of her husband being stopped at the entrance to the awards show along with the caption, "Security took away our Scoobie snacks at the #CreativeArtsEmmys Noooooo!"
However, a little later, the sandwiches were forgotten as a smiling Preston posted a pic holding her Emmy. "And then this happened," she wrote. "#Incredible."
Reporting by CARYN MIDLER