Lemming was the finest of the Scandinavian athletes who dominated the javelin throw in the early 20th century. A very strong javelin thrower skilled in both the modern style (with the grip in the middle of the javelin shaft) and the freestyle (generally using a rear grip), he set his first world record in 1899, hurling the javelin 49.32 m (161 feet 9³/₄inches). He exceeded 50 m (164 feet) with his next world record, in 1902. At the 1906 Intercalated Games in Athens, Lemming broke his own world record with a throw more than 8 m (26 feet 3 inches) farther than his nearest opponent.

Lemming won a gold medal for the javelin throw at the 1908 Olympics in London. Four years later, performing in the Olympics at Stockholm, he became the first man to throw a javelin over 60 m (196 feet 8¹/₂inches), winning another gold medal. Three days later Julius Saaristo became the first to throw a javelin 61 m (200 feet), but he was aided by a strong wind and his throw was not recognized as a world record. In that same year, again in Stockholm, Lemming made his greatest throw, 62.32 m (204 feet 5¹/₂inches).