Among the 580 guests were Christopher Biggins, Lionel Blair, Louis Emerick, Andy McClusky, members of the Everton team and soap stars from Coronation Street and Hollyoaks.
After Anthony's racist murder last July, the ECHO decided to commission an annual award in his memory.
Dame Kelly said it was a "great honour" to be at the first memorial award ceremony.
She said: "To those people getting awards tonight I would like to congratulate you for your work. I am very privileged to be a part of your evening."
ECHO editor Alastair Machray added: "The ECHO is delighted to join with the Walker family to promote the first Anthony Walker award. "We hope this is something which will grow to be of real significance in Liverpool. Anthony was an example to young people and we believe the awards to be something positive to emerge from tragedy."
Gee, who attended the event with her family, also paid tribute to the work of the young people.
She said: "Many people come to me and say 'I wonder how you to it'. Well, I wake up early and say my prayers. I cry a bit and then I remember what Anthony used to say to me: 'We can do everything through Christ. I draw strength through God and then I face another day'."
She thanked everyone for "supporting the first of many Anthony Walker awards." "It is an honour to be here tonight to honour Anthony.
"I am privileged this is something which will recognise good in our youth. Too often they get a bad press."
Gee said it had been a difficult decision choosing the winners.
She said: "Keep on being pioneers. You are making differences in the community."
* Click here for a full picture gallery from last night's event. For reports and an archive of stories and video footage about Anthony Walker, click here.
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