But after finishing sixth in the Super-G event, the disappointment continued for Vonn on Wednesday as she placed third in the downhill to earn her a bronze medal.
Vonn finished .47 seconds behind the gold medalist, Italy’s Sofia Goggia, and was in place for the silver until a surprisingly strong run by Norway’s Raghild Mowinkel bumped Vonn into third place. Mowinkel missed out on gold by just nine one-hundredths of a second.
"I gave it all today, skied a great race. Sofia just skied better than I did," Vonn said.
Vonn couldn’t hide her disappointment and admitted this would likely be her final Olympics.
"It was tough to contemplate, this being my last Olympic downhill. I struggled to try to keep the emotions together, but I left it all on the mountain like I said I would," Vonn said. "I love what I do, but my body just can't take another four years. But I'm proud to be competing for my country, giving it all and proud to come away with a medal."
ABC News contributor Steven Nyman, who competed in three Olympics for the U.S., said Vonn may have been charging too hard in her run.
"Lindsey skied well; she was going hard, maybe a little too hard," Nyman said. "There was a couple sections where she got low on the line and didn’t carry full speed.
"There had to be a lot of emotion in today’s race and that finally released at the finish. We know she wanted gold, but bronze works."
Vonn talked about her grandfather, who recently passed away.
"It's been really hard for me not to get emotional for so many reasons, especially because of my grandfather," she said. "I wanted to win so much because of him, but I still think I made him proud."
Vonn, who is a four-time Olympian and a three-time Olympic medalist, did add another record to her accomplished career. The 33-year-old is now the oldest female alpine skier to win an Olympic medal.
"If you think what's happened over the last eight years and what I've been through to get here, I gave it all and to come away with a medal is a dream come true," Vonn said. "You've got to put things into perspective. Of course, I'd have loved a gold medal but, honestly, this is amazing and I'm so proud."
Vonn tweeted about claiming the bronze medal, saying it "felt like gold."
The veteran does have one more chance to medal in Pyeongchang as she competes in the alpine combined, a combination of one downhill run and one slalom run, on Thursday.