'Amy' took home the trophy on Sunday evening, beating 'Cartel Land', 'He Named Me Malala' and 'Sherpa' to the prize.
This is director Asif's second trophy in the same category, following his triumph for 'Senna' in 2012. He previously won for Best British Film with 'The Warrior' in 2003.
'Amy', which premiered at the Cannes Film Festival last summer, was the director's extraordinarily intimate look at the prodigious talent, meteoric rise, battle with drugs and fatal decline of the London-born singer.
Asif Kapadia told the audience as he collected his award, "in the end it was all about Amy.
"We really fell in love with her when making the film. And our aim and mission was really to try and tell the truth about her.
To show the world what an amazing person she was, how intelligent, how witty, how beautiful she was, before it all kind of got out of control and went a bit crazy."
Although many of her friends and collaborators took part in the film, her father Mitch Winehouse spoke out against the finished product, complaining that it made him look uncaring. Despite his opposition, the film has beaten box office records for a British documentary, and is now surely the one to beat for Oscar victory in a fortnight.