The award, which has previously gone to Nida Manzoor and Daisy Edgar-Jones, was presented to Finney at last night's ceremony, hosted by Alex Horne, for her work in Netflix hit Heartstopper earlier this year.
Finney said of receiving the award: "It means the most to know that the roles that I play not only give representation to a community that has needed it for so long, but it’s being celebrated and rewarded, so thank you guys so much."
Other winners at this year's Rose d'Or Awards included Brian Cox, who was presented with the Lifetime Achievement Award, and shows including Succession in the Drama category and Toast of Tinseltown in the Comedy category.
As announced earlier this year, Finney will next be seen opposite returning Doctor David Tennant in Doctor Who, with her episodes set to air in 2023. She will be playing a new character called Rose, with Russell T Davies teasing that there is a reason for the name connection with Billie Piper's former companion.
He said at the time that Finney's casting was announced: "Life on Doctor Who gets brighter and wilder, how can there be another Rose? You’ll find out in 2023, but it’s an absolute joy to welcome Yasmin to the Doctor Who set. We all fell in love with her in Heartstopper, one of those shows which changes the world – and now Yasmin can change the Whoniverse!"
Finney said earlier this year that her character will be a "trans icon — a 15-year-old trans girl with a great, supportive family", before teasing that fans should "envision Heartstopper but fighting aliens".
Meanwhile, Finney will also return to star in more episodes of Heartstopper, which is officially coming back for both a second and third season.
The second season started filming earlier this year, with the show announcing four new cast members – Leila Khan as Higgs student Sahar Zahid, Jack Barton as Nick’s older brother David, Bradley Riches as Truham student James McEwan and Nima Taleghani as Truham teacher Mr Farouk.
Heartstopper seasons 2 and 3 are coming to Netflix, with the first season available to stream now. Sign up for Netflix from £6.99 a month. Netflix is also available on Sky Glass and Virgin Media Stream.