McGregor wins theatre award
Miller was named best actress for her role as Celia in Shakespeare's As You Like It, while McGregor won best actor for his lead role in Guys and Dolls.
The awards were voted for by more than 16,000 theatregoers.
Miller said she was "thrilled" with her win.
"I had such a great time working with such a wonderful cast and really miss being on stage," she said. "I definitely want to return next year."
One Flew Over The Cuckoo's Nest, starring Hollywood actor Christian Slater and which debuted on the Edinburgh Fringe in 2004, was voted best play.
The song-and-dance number Supercalifragilisticexpialidocious from Mary Poppins was named best moment.