Unfortunately, the javelin was not included in the Olympic programme in 1900, but Lemming travelled to Paris anyway and took part in six events, placing fourth in the high jump, the pole vault and the hammer throw and eighth in the discus throw. At the 1906 Intercalated Games in Athens, Lemming was even more active, competing in nine different events. He won the freestyle javelin throw with a world record performance, earned bronze medals in the shot put, the pentathlon and the tug of war, and placed fourth in the discus and in the stone throw.
The javelin throw was finally accepted as an Olympic event in 1908, at which time Lemming was still the world record holder. Lemming won the freestyle javelin event (after which it was dropped from the program) and then set another world record (54.825m) in winning the regular javelin event by more than four metres. He also placed eighth in the hammer throw and participated in the discus throw and the Greek-style discus throw.
At the age of 32, Lemming made a final appearance at the 1912 Olympic Games, which were held in his home country of Sweden. Lemming rose to the occasion, earning the gold medal by making the first javelin throw to exceed 60m, a feat that led the appreciative crowd to give him a standing ovation. Later in the Games in Stockholm, he placed fourth in a one-time event in which the competitors threw the javelin with each hand, and he competed in a similar event with the discus. During his career, Lemming set ten javelin world records, culminating in a 1912 post-Olympic throw of 62.32m.