The best actor prize went to Mads Mikkelsen as a man ostracised by his small-town community when he is accused of child abuse in The Hunt.
Best actress was won jointly by Cristina Flutur and Cosmina Stratan for Romanian movie Beyond the Hills. Cristian Mungiu's drama of love and faith in a remote Romanian monastery also won the award for best screenplay.
The prize winners were chosen by a jury, led by Italian director Nanni Moretti, that included actors Ewan McGregor and Diane Kruger, director Alexander Payne and fashion designer Jean-Paul Gaultier.
Moretti revealed that none of the winners had been a unanimous choice.
The 12-day festival has seen plenty of glamour, with the likes of Nicole Kidman, Kylie Minogue, Brad Pitt, Robert Pattinson and Kristen Stewart appearing both on-screen and on the red carpet.
Despite a strong American flavour to the festival, US films were shut out apart from Benh Zeitli's Beasts of the Southern Wild, which won the Camera d'Or for best first film.
The jury overlooked Pitt, who plays a cynical mob enforcer in Andrew Dominik's Killing Them Softly, and Kidman as a Southern femme fatale in Lee Daniels' The Paperboy.
Other much-praised performances at the festival included Marion Cotillard's tragedy-struck killer-whale trainer in Rust and Bone, newcomer Paul Brannigan's scrappy Glasgow lad in The Angels' Share, and Denis Lavant as a performer who takes on a host of bizarre personas in Holy Motors.
The festival wrapped up on Sunday in the French Riviera resort.
- AAP