Cynisca of sparta was the first woman in history to win at the ancient olympic games. Which event did she win?

Four horse chariot athelete.

Explanation:

Cynisca competed in the four horse chariot races as the breeder and owner of the horses because she was the owner of the horse. She was a princess and athlete.

She did not went into the olympiads as the driver of the horses but she won in 396 and 392 and she was the first women to win the game.

Two monuments were also made to commemorate victories. One of which featured the statue of her.