By Stephen M. Silverman And Bryan Alexander
September 08, 2003 10:00 AM

The Venice Film Festival wrapped up Saturday night, with one American — Sean Penn — talking home a major award, PEOPLE reports from Italy.

Penn, 43, copped the best-actor prize for Alejandro Gonzalez Inarritu’s “21 Grams,” whose title refers to the amount of weight a person loses the moment he or she dies. Penn plays a mortally ill college math professor awaiting a heart transplant. (Naomi Watts plays a grieving mother and Benicio Del Toro, a born-again ex-con.)

The movie is due to open in America this fall. When his win was announced in Venice, Penn was applauded enthusiastically by his director, his costars and his wife, Robin Wright Penn.

In front of an Italian TV audience, Penn asked for the translation to stop so that he could make an uninterrupted acceptance speech. He thanked Del Toro (“my favorite male actor”) and director David Lynch for introducing the world to Watts.

“I’m very grateful to the jury for this,” Penn said. “Anyone who saw the film knows the ensemble I’m a part of.”

At a press conference afterward, Penn declined to compare the award to the Oscars. “It’s an entirely different type of honor,” he said. The Venice fest “honors filmmaking that I am interested in. On top of that, on my way in the door, I wasn’t asked who I was wearing, as though I was Hannibal Lecter or something.”

The 11-day film tribute, which drew the likes of Woody Allen, Bill Murray, Tim Robbins, Kate Hudson, Jason Biggs and Anthony Hopkins, came to a close with some crazy moments, such as George Clooney’s being proposed to at a press conference by a female reporter. (So far, no reports of a marriage.)

It also ended on a very serious note. An intense Russian father-and-son drama, “The Return,” won the Golden Lion for best picture, though first-time director Andrey Zvyagintsev remained shaken by the death of the 15-year-old star of the movie.

Teenage actor Vladimir Girin drowned shortly after the end of shooting in the same lake where several of the picture’s scenes were filmed.