This study explores the challenges, opportunities, and support strategies for women entrepreneurs, focusing on the impact of entrepreneurship policies and sustainability. Using structural equation modeling (SEM) with data from 509 women entrepreneurs, the research investigates the relationships between entrepreneurship policies, challenges, opportunities, and sustainability. Results indicate that entrepreneurship sustainability has a stronger positive influence on creating opportunities than on addressing challenges for women entrepreneurs. Women entrepreneurship policies significantly impact challenges and opportunities. Notably, entrepreneurship sustainability moderates the relationships between policies and both challenges and opportunities, with a stronger effect on the policy-challenge relationship. These findings suggest that while policies are crucial in mitigating challenges, they have less influence on generating opportunities. The study highlights the importance of integrating sustainability principles into entrepreneurship policies to enhance their effectiveness in supporting women entrepreneurs. This research contributes to the understanding of women's entrepreneurship dynamics and provides insights for policymakers and support organizations to develop more targeted and effective strategies.