The four-time Olympic champion won the Sportswoman of the Year with the Serbian picking up the men's trophy.
"It's crazy to be retired," Lindsey Vonn said to the Olympic Channel on the red carpet.
"It's only been a week and I already feel lazy."
Japan's double Olympic champion Yuzuru Hanyu lost out to Tiger Woods of USA to the Comeback Award with snowboard sensation Chloe Kim and marathon record breaker Eliud Kipchoge also claiming trophies on a great night for Olympians in Monaco.
Vonn's last hurrah
Vonn, 34, has been plagued by injuries in recent years, including a broken arm in 2017 and a back injury that nearly ruled her out of the Winter Olympics 2018 at PyeongChang. It would have been a cruel end to her Olympic career, as the Vancouver 2010 downhill champion missed Sochi 2014 with a knee problem.
But the most successful female alpine skier ever, with 82 World Cup wins, made it to Korea.
And she came away with a bronze in the downhill, her third Olympic medal in addition to a Super-G bronze in Vancouver.
There was no word on exactly what the future holds.
"I'm going to take some time to figure this out," she said.
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Simone, Kipchoge and Chloe crowned
Biles was all smiles as well. Her win in the World Sportswoman of the Year category was her second victory, after taking the trophy in 2017.
The 21-year-old American overcame an unexpected trip to the hospital for a kidney stones problem just hours before her performance at the 2018 World Artistic Gymnastics Championships.
It didn’t stop her from becoming the first woman to win four all-around titles and strengthening her claim for the title of 'best gymnast of all time'.
Fellow American Chloe Kim became the youngest woman to win snowboarding Olympic gold at PyeongChang 2018.
Her performance in South Korea was impressive enough to secure the Laureus Action Sportsperson of the Year Award.
Marathon world record holder Eliud Kipchoge was another Olympian who had an impressive 2018 and the Kenyan took the Laureus Academy Exceptional Achievement Award home.
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Hanyu injured again
Yuzuru Hanyu was nominated in the Comeback Award category for successfully defending his men's singles Olympic title in 2018, just three weeks after returning from injury to jump training.
The Japanese skater hurt his right ankle ligaments in training at his home Grand Prix event, the NHK Trophy, in November 2017 and missed the Grand Prix Final and Japanese national championships, putting his PyeongChang participation in doubt.
But the then-23-year-old made his return to competitive action by blowing away the field by nearly 11 points in South Korea, becoming just the second man after Dick Button to win two consecutive Olympic singles championships.
Since then, however, Hanyu has re-injured the same ankle after falling in the 2018 Rostelecom Cup. The new injury saw him sit out the Grand Prix Final again, although his coach Brian Orser told the Olympic Channel he is confident Hanyu will participate in this year's World Championships in March.
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The other nominees for the award were Canadian snowboarder and twice Olympic bronze medallist Mark McMorris, Rio 2016 Olympic wrestler Vinesh Phogat of India, Dutch Paralympic Games champion Bibian Mentel-Spee, and former world number one golfer Tiger Woods who ended up winning the trophy.
Woods won his 80th PGA Tour event and first since 2013 with a victory at the 2018 Tour Championship.
Japan's tennis ace Naomi Osaka claimed the Breakthrough Award while FIFA world champions France made history with their second Team of the Year accolade.