Close won for her performance in The Wife, Lady Gaga for her work in A Star is Born, Adams for Sharp Objects and Arquette for Escape at Dannemora.
"I was thinking that the world kind of pits us against each other in this profession, and I know from all the women in this category -- and I think I can speak for all of the women in this room -- we celebrate each other! We're proud to be in this room together," Close said as she collected her prize.
Gaga said she was thrilled she and Close were honored together since Close is a good friend of her mother.
"The true star of the film is not me; it is bravery and it is perseverance," she said, referring to the themes at the heart of A Star is Born, which follows the romance between her rising star and the drug addicted, fading music icon Bradley Cooper plays.
Earlier in the evening, Adams and Arquette accepted their statuettes.
"I actually can't think of a more beautiful thing than a tie, because there really isn't a winner when we get to do such great work and we have such wonderful opportunities," Adams said. "I'm overwhelmed."
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Arquette expressed her gratitude to the series' director Ben Stiller and the network that aired the drama.
"Thank you, Showtime, for this," she said. "A lot of friends of mine who might be bigger body type said: 'Thank you. For once in my life, I got to see a bigger boned woman or a different body type woman be sexual, unapologetic and not have it be a fetish or a joke.'"
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