This was reported on the Television Academy's Twitter account.
The 72nd Emmy Awards took place in Los Angeles.
The Last Dance was also nominated for Best Popular Science Editing and Best Director of a Documentary or Popular Science Series.
The series follows Michael Jordan's career and the 97/98 season, in which Chicago last won the title during the Jordan era.
Earlier it was reported that the documentary series about the "Chicago Bulls" was presented in three nominations for the "Emmy".