Katherine is 'gobsmacked' at second win.
The 25-year-old singer said at the awards ceremony at London's Royal Albert Hall last night: "I have to say I'm absolutely stunned.
"I didn't expect to win it last year, to win it two years in a row - I'm absolutely gobsmacked.
"I called my album Living A Dream and that's exactly what I'm doing right now. I'm loving every minute of this."
Jenkins dedicated the award to her family, many of whom were in the audience, and paid special tribute to her father Selwyn, who died 10 years ago.
Her album has sold 450,000 copies so far and the win makes her the first female artist to win two consecutive Classical Brits.
She beat competition from the likes of Bryn Terfel, violinist Nicola Benedetti and ex-Emmerdale actress Amy Nuttall.
Last year she also scooped the best album award for her debut, Premiere, and she is now the UK's best-selling classical artist of all time.
The former teacher brought a touch of Hollywood glamour to the awards by wearing a pounds 75,000 fuchsia pink dress, a copy of one Marilyn Monroe wore in the 1953 film How To Marry A Millionaire.
The jewel-encrusted Kruszyncka gown was set off by pounds 250,000 worth of Bulgari diamonds.
Legendary tenor Placido Domingo was reduced to tears by his Lifetime Achievement award.
The awards ceremony, which was hosted by Michael Parkinson, will be broadcast on ITV1 on Sunday.