The "House Of Lies" star beat out fellow nominees Jim Parsons, Alec Baldwin, Matt LeBlanc and Louis C.K. LeBlanc, Parsons and Baldwin are all former winners of the best comedy actor Golden Globe. Baldwin has three-career wins.
"This is unexpected," Cheadle said while accepting his award, summing up the thoughts of many "Globes"-handicappers.
It was Cheadle's second-career Golden Globe win. He won a statue in 1999 for Best Performance by an Actor in a Supporting Role in a Series, Mini-Series or Motion Picture for "The Rat Pack" and was nominated in 2005 for Best Actor in a Motional Picture Drama for "Hotel Rwanda."
The surprising win comes several months after "Two And A Half Men" star Jon Cryer pulled an upset in the same category at the 2012 Emmys.
Tina Fey and Amy Poehler hosted the 2013 Golden Globes, which aired live on NBC.