The Directors Guild of America's award for feature film director has correctly predicted the best director Academy Award for 10 of the past 11 years.
"I never expected to be here tonight talking to you, never in my life," Inarritu, 51, said alongside last year's DGA winner, fellow Mexican Alfonso Cuaron.
The other nominees for the DGA award were two-time winner Clint Eastwood for Iraq war drama "American Sniper," Richard Linklater for coming-of-age tale "Boyhood," Morten Tyldum for British World War Two story "The Imitation Game" and Wes Anderson for colorful caper "The Grand Budapest Hotel."
The Academy Awards will be held on Feb. 22 and voting concludes on Feb. 17.
Since 1948, there have been only seven occasions when the DGA award winner has not gone on to win the corresponding Academy Award. "Argo" director Ben Affleck won the DGA in 2013 but was not nominated for the best director Oscar award, which was given to Ang Lee for "Life of Pi." (Reporting by Mary Milliken; Editing by Paul Tait)