Anderson has been nominated for There Will Be Blood, the Coens for No Country For Old Men, Gilroy for Michael Clayton, Penn for Into The Wild and Schnabel for The Diving Bell And The Butterfly.
The DGA awards are a highly reliable barometer of who will win the Academy Award for best director. Only six times in the award's history has the DGA winner not gone on the claim the Oscar.
'2008 marks the 60th Anniversary of the DGA Awards,' the organisation's president Michael Apted said. 'We are very proud to have today's five nominees join the illustrious list of directors that have been nominated for directorial excellence in feature film-making over the past 59 years.'
The winner will be named at the 60th Annual DGA Awards Dinner on Jan 26 in Century City.