Five of the biggest stars on the world champion U.S. women’s national soccer team accused the U.S. Soccer Federation of pay discrimination, despite the women’s team’s superior on-field achievements and higher anticipated revenue.

The federal complaint, which was unveiled Thursday, alleges that the players earn a fraction of their male counterparts for national team appearances—sometimes as little as 38%. The players bringing the complaint, which they say comes on behalf of the whole team, are all veterans who played key roles...