Lloyd beat Olympic gold medalist Melanie Behringer of Germany and five-time winner Marta of Brazil.
Lloyd says "I honestly was not expecting this."
Germany did win the women's coaching awards as Silvia Neid earned her second FIFA prize. She also won the 2010 award.
Neid beat two previous winners: Pia Sundhage of Sweden, the Olympic silver medalist, and last year's winner, Jill Ellis of the United States.