PARIS—In the three years after the U.S. women’s soccer team won the 2015 World Cup, U.S. women’s games generated more total revenue than U.S. men’s games, according to audited financial reports from the U.S. Soccer Federation.

The ability of the women’s team to generate gate revenues that equals or exceeds the men’s team is an important battleground in the U.S. women’s March 8 gender-discrimination lawsuit against the federation. In the suit, all 28 members of the U.S. women’s national team player pool allege U.S. Soccer has...