A film by an Australian woman has won the Special Jury Prize at the Venice Film festival.

Australian writer-director Jennifer Kent's The Nightingale, which was the sole title in the competition directed by a woman, scored a double whammy.

The revenge thriller won the Special Jury Prize and also the Marcello Mastroianni nod for best young actor which went to indigenous actor Baykali Ganambarr.

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In this sometimes violent film set in 19th century Tasmania, a 21-year-old Irish convict woman and an Aboriginal tracker (played by Ganambarr) pursue the British army officer who wronged her family.

"I would also like to say to all those women out there wanting to make films, please go and do it. We need you. The feminine force is the most powerful and healing force on the planet," Kent said accepting the award.

"I'm confident next year and the year after we'll see more and more women inhabiting this space."

During an earlier press screening a sexist insult was hurled at Kent during a press screening.

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Alfonso Cuaron's Roma, a black-and-white drama drawn from the director's memories of growing up in Mexico City in the early 1970s which marks his return to Spanish-language filmmaking, won the festival's top gong, the Golden Lion.

"Roma," which is clearly Cuaron's most personal work, is centred around two domestic workers, both from Mixteco heritage, who tirelessly take care of a small family in the middle-class neighbourhood of Roma.

French director Jacques Audiard took best director for his witty English-language Western starring Joaquin Phoenix and John C. Reilly as sibling hitmen.

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Best actor honours went to Willem Dafoe for his tour-de-force performance as Vincent Van Gogh during the artist's artistically illuminated but mentally dark final period in Julian Schnabel's At Eternity's Gate.

Joel and Ethan Coen won best screenplay for their Western The Ballad of Buster Scruggs, originally conceived as a TV series, also from Netflix.

Netflix has had a major presence at the Venice, with six titles, and this edition marks the giant streamer's first major prize on the major festival circuit.