Emily Blunt beats Margot Robbie for SAG

Emily Blunt was shocked when she took the SAG supporting actress award ahead of Margot Robbie, Amy Adams, Emma Stone and Rachel Weisz.

Margot Robbie has missed out on a Screen Actors Guild Award in Los Angeles. (AAP)

Australia's Margot Robbie has missed out at the Screen Actors Guild Awards in Los Angeles for her role as Queen Elizabeth I in the period drama Mary Queen of Scots.

Instead, the supporting actress in a film award went to Emily Blunt for A Quiet Place.

The other nominees were Amy Adams (Vice), Emma Stone (The Favourite) and Rachel Weisz (The Favourite).