I don’t know that the Church has assigned a particular woman saint to that patronage. But female athletes could ask intercession from St. Lidwina (who was an ice skater), St. Gianna Beretta Molla (who was known to ski), St. Edith Stein (who enjoyed hiking, boating, and tennis), and Bl. Chiara Badano (who played tennis, hiked, and swam).
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