Lillian Frances Smith was born on August 4, 1871, in Coleville, California, to Levi Woodbury Smith, Jr. and Rebecca T. Robinson. The third of four children, she grew up in a family originally from Massachusetts that had moved west in 1867. By the age of seven, Smith had taken up shooting, and by ten, she was already competing.

At just 15, Smith joined Buffalo Bill’s Wild West show in 1886, where she famously clashed with fellow sharpshooter Annie Oakley. Known for her flashy wardrobe and bold personality, Smith openly criticized Oakley, once claiming she was "done for." Their rivalry intensified when both performed for Queen Victoria during the show’s tour in Great Britain. While Oakley impressed at the prestigious Wimbledon rifle competition, Smith’s poor performance drew ridicule from the press. An attempt by a friend to reverse the narrative was publicly discredited. Smith left the Wild West show in 1889 as Oakley made her return.

In 1907, Smith relocated permanently to Oklahoma and became a standout performer in the Miller Brothers 101 Ranch Wild West Show under the stage name “Princess Wenona,” portraying a fictional Sioux princess. She also performed with Pawnee Bill’s show and retired around 1920 after more than a decade of acclaim. Smith died in 1930 in Ponca City, Oklahoma, home of the 101 Ranch, and was buried in Odd Fellows Cemetery. Her grave remained unmarked until 1999, when the 101 Ranch Old Timers Association erected a proper headstone. Though she was formally married once and had several common-law relationships, all ended in divorce, and she had no children.