Women participation in the Olympic Games was her greatest fight. In face of the multiple refusals of the International Olympic Committee (IOC) to include them into competitions, she decided to organize women's competitions. The first international women's meeting was held in Monte Carlo in 1921 and the first edition of the Women's World Games in Paris in 1922, called at that time the Women's Olympic Games. Four other World Games were organized between 1926 and 1934. In London in 1934, the event attracted more than 6,000 spectators every day. 

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The sucess of these "Women's Olympic Games" is such that the IOC finally allows women to compete in the modern Olympism's king sport: athletics. The first female athletes took part to the competitions from the Olympic Games in Amsterdam in 1928. Alice Milliat was invited to be a member of the jury; the only woman surrounded by many male leaders. 

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Although the IOC agreed to organize women's competitions, it also took the opportunity to put them under the supervision of federations led by men. For example, the International Women's Sports Federation was absorbed by the International Athletics Federations and died out. Alice Milliat then retired but left us a deep legacy, founder of women's sport.