The Oklahoma native was backstage as the nominees were announced, instantly becoming emotional and putting her head in her hands when her name was announced.
As she made her way to the stage, Underwood received resounding applause from the audience, including her husband, Mike Fisher.
"Thank you God," she said through tears when she reached the microphone. "I have been blessed with so much in my life. I'm still every day trying to figure it out because I haven't done anything to deserve it."
The star also thanked her family, country music and her country music family, as well as the friends she works with.
"This means so much," she concluded, gesturing to her award. "Thank you."
Underwood had a big night on Wednesday, also performing her single "Love Wins" during the show, which she co-hosted with Brad Paisley. During the pair's opening music, Underwood revealed that she is expecting a son after Paisley put some pressure on her to share the news.
“Seriously Carrie, give me a little baby hint," Paisley said, listing off some famous country music couples. "Johnny or June? Keith or Nicole. Garth or Trisha. Tim or Faith. George or Tammy. Waylon or Willie?”
At the last pairing, Underwood said, “What? That doesn’t even make sense.”
After even more questioning from Paisley, the 35-year-old admitted, “Oh my gosh — Willie, it’s a Willie, okay!?”
Backstage, she told PopCulture.com and other media that she was "shocked" to be named Female Vocalist of the Year.
"I think I'm still in shock to be honest," she said. "When we were making this album [Cry Pretty], I would be lying if I said I didn't want awards, because I'm a competitive person and I do love these. I love these shows; I love the CMAs. I have such respect for this show and this organization. But when you're making an album you want it to be better. You want to push yourself as an artist."
"And for me with all the ups and downs that we've been through," she added, "plus making an album on top of all of that, this one definitely means a lot."
Photo Credit: Getty / Jason Davis