The film, which aired on the UK's ITV channel, won the best film award in the International Emmy's Current Affairs category, beating 'The Fukushima Lie' by Germany's ZTE, and documentaries by Brazilian and Philippino film-makers.
"I am completely overwhelmed. We came to New York just to celebrate the film being nominated," Khan said after winning.
The film, described by the Times newspaper as "one of the most upsetting documentaries you will ever see" chronicles the life of Banaz Mahmod, a young British woman, who was raped and strangled to death by her father and three uncles because of a relationship she had with a boy called Rahmat.
Her Kurdish family and a large section of the Kurdish community then tried to hush up the horrific 'honour killing'.
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Khan, whose parents came from Pakistan, was born and brought up in Norway. Although she now lives and works mainly from London, Fuuse, he film company, is registered in Norway.
Norway won its first Emmy in February for Energikampen, a children's programme made for NRK by Fabelaktiv, a production company based in Hamar.