The awards – France’s equivalent of the Oscars – have been mired in controversy after Polanski’s An Officer and a Spy received 12 nominations.
The Polish-French director fled the US after his rape conviction in the 1970s.
He has since faced other accusations of sexual assault.
An Officer and a Spy, or J’accuse in French, is about the Dreyfus affair in 19th Century France and won a total of three awards on Friday night.
Polanski and members of his crew did not attend the event, with the director having said previously that he feared for his safety.
The prize for best film was awarded to Les Misérables by director Ladj Ly.
Actress Adèle Haenel, who has said she was sexually abused as a child by another director, was one of the women who walked out of the ceremony after Polanski’s win was announced.
She left the room saying “shame!”, and was followed by director Céline Sciamma.
Actress and comedian Florence Foresti, who was presenting at the ceremony, did not return to the stage after Polanski’s award was announced. She later updated her Instagram story to a black screen with the word “disgusted”.
Hours before the ceremony began, France’s Culture Minister Franck Riester said it would be “symbolically bad” if Polanski were to win the prize for best director, “given the stance we must take against sexual and sexist violence”.
Protesters also gathered outside of the venue ahead of the awards.
France’s equality minister and feminists have also expressed their outraged at Polanski being nominated in the first place.
Last November, French film actress Valentine Monnier told how she feared being murdered by the film director after he ‘violently raped’ her when she was a teenager.