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Dzeko, 31, was awarded the top prize at the gala ceremony - after a spectacular year that saw him help fire Roma to the semi-finals of the Champions League and secure UEFA Nations League promotion for his country.
In a message sent to celebrate his victory, Dzeko said: "Struggle, desire, hope, happiness, sadness: I experienced all of these this season. I have kept giving everything I have, and will do for as long as I play. If you had ever told me that I would play in a Champions League semi-final, I would have laughed...
"Together, slowly we gained confidence and began to believe in our potential. It was one of the best years in Roma's history and perhaps the goal against Chelsea was the best of my career. But in the end I was sad, because I was sure we could have reached the final if we had not made so many mistakes."
On Monday Roma discovered they will face Porto in the last-16 of this year's competition.
"We will try to do the same again, even if I think that last season was something unique," Dzeko said.
"It was all so different, especially those amazing games against Barcelona and Liverpool - fighting right until the end."
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