The film charts the way their relationship develops over the following 48 hours.
Haigh said the award was “amazing and unexpected; this past year has just been incredible. I just want to thank the actors, Tom and Chris, who really brought so much to the script and I share this with them.”
The film has currently grossed over £200,000 at the UK box office after reportedly being filmed on a £120,000 budget.
The director also won the British Breakthrough Film-maker award at last month’s London Film Critics’ Circle Awards.
Two British Independent Film Awards also followed: for Achievement In Production and Most Promising Newcomer for actor Tom Cullen.
Cullen is next set to appear alongside Cynthia Nixon in an adaptation of Ken Follett’s World Without End.
Best Film last night went to We Need to Talk about Kevin. Michael Fassbender won Best Actor and Olivia Colman took home the gong for Best Actress.