The actor, 34, looked handsome in a black tux, while his big sister, 37, escorted him in a blush pink silk gown.
"I'm happy to be with my sister," Jake told Today show host Carson Daly. "In a weird way, I spent my childhood watching her. Looking up to her. It's just wonderful."
Both Gyllenhaal siblings received 2015 Golden Globes nods. Jake was nominated in the Best Performance by an Actor in a Motion Picture - Drama category for his role in Nightcrawler. Maggie was recognized for her work in The Honorable Woman, for which she received a nomination for Best Actress - TV Miniseries or Movie category.
"To be nominated, it's unexplainable," Maggie noted. The doting mother of two also defended her younger brother for his twisted role in Dan Gilroy's thriller.
"I'm tired of people saying how creepy he was in it!" she said with a laugh. "I've had about 15 people say to him, 'You're so creepy in that movie.' I loved him in Nightcrawler. He was like a creepy clown... I've never seen anything like it before. It's incredible."