The Colombian, who joined Sevilla from Club Brugge in 2013, has scored 27 times in 63 games since arriving in Spain.
"First of all I want to give thanks to God, because he gave me this gift and this talent," said Bacca at the gala.
"I also want to thank the directors at Sevilla, because in what was my first season with the club, everything went so well and I'm grateful to them.
"I want to thank my wife, my kids and especially, the coaching staff and all my teammates. Without all of them, winning this award wouldn't have been possible."
Bacca scored 21 times in 52 games last term.