The 81-year-old won her fourth Emmy on Sunday for her role in Downton Abbey.
Kimmel joked the award was being left in "lost and found" after Dame Maggie failed to attend the ceremony.
In a tweet posted by Masterpiece PBS, she wrote: "If Mr Kimmel could please direct me to the lost and found office I will try and be on the next flight."
She added: "I was very astonished and pleased to win the award. I feel the Emmys have been overly generous to me."
The message was signed, "Love, Old Maggie".
Dame Maggie was awarded the Emmy for best supporting actress in a drama series for her role as Violet Crawley, Dowager Countess of Grantham, in ITV's hit period drama.
It was the third time she had received the award for playing the countess, having won her first Emmy for her leading role in My House in Umbria in 2003.
During his opening monologue, Kimmel joked that Dame Maggie should have made an effort to be at the event, having not attended in previous years.
"If you want an Emmy you better hop on a plane right now and get your Dowager Count-ass over here," he said.
When her name was announced as the winner, he walked on to the stage to take the award, saying: "No, no, no, no, no. We're not mailing this to her. Maggie, if you want this, it'll be in the lost and found."
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Dame Maggie Smith says she was "astonished" to win another Emmy award after host Jimmy Kimmel joked about her missing the ceremony.