Co-star Martin Freeman won best supporting actor in a mini-series while co-creator Steven Moffat picked up the award for best writing in a mini-series for the final episode of the third series.
The show is co-written and created by Mark Gatiss and produced by Hartswood Films for BBC One.
It also won four awards for editing, music, sound editing and cinematography at the Creative Arts Emmy’s.
Ben Stephenson, Controller, BBC Drama, said: “It’s great to see Sherlock being recognised so spectacularly at the Emmys. I’m delighted that the BBC is home to so much world class acting and writing talent.”
Moffat added: “When we started on Sherlock, we thought it was a simple, private thing – good but not celebrated. We are still reeling from its success, and the joy it has brought so many!
“We came out to LA thinking we would take nothing home but the memory of a great night – to have won seven Emmys in total is something none of us will ever forget.”
Earlier this year the BBC confirmed Sherlock would return for a one-off special next year, followed by a new three-part series.
Shooting on the special will begin in January 2015, with the series shooting later next year.