Henie had turned down contract offers following the 1932 Olympics, but now set about in earnest to make a career as an exhibition skater and film star. In the effort, she exercised the same mental intensity and financial resources that were the foundation of her earlier work. She already had considerable experience as an exhibition skater, having been a soloist for the New York Skating Club's production Land of the Midnight Sun at Madison Square Garden in 1930. She had also performed for European royalty and presented a skating version of Pavlova's "Dying Swan" that was first seen in Milan, Italy in 1933. Within a month of her last amateur victory, Henie signed with promoter Arthur Wirtz to appear in a U.S. tour. She made seventeen performances in nine cities and earned phenomenal box office returns. The tour did not, however, result in the film contract Henie desired. Henie famously asserted that she wanted to do for skating what Fred Astaire had done for dancing on film. To get the attention of film executives, Henie's father leased Hollywood's Polar Palace for two performances in May 1936. The highly-publicized shows were well attended by film stars and filmmakers, including Darryl F. Zanuck of Twentieth Century-Fox. He soon signed Henie to a five-year contract.
The one obstacle that remained in Henie's way proved to be of small concern: the fact that she wasn't much of an actress. She nevertheless had negotiated an impressive contract and was an immediate hit with audiences. Zanuck first cast Henie in One in a Million (1936), which also starred Don Ameche, Adolphe Menjou, and the Ritz Brothers. It set the pattern for the films to follow as a light musical comedy that included songs and skating. It made the most of Henie's smiling, energetic persona and her dimpled beauty in a story about an Olympic hopeful. Moreover, her skating numbers were fantastic. Critic Roy Hemming enthused about the film when it was among seven video releases made at the time of the 1994 Olympics. "Henie skates with speed, grace, and eye-boggling abandon through four big numbers," he noted in Entertainment Weekly. Of the films in general, he decided, "The best of them hold up as unmatched combinations of romantic comedy, catchy songs, and dazzling skating routines." Theatergoers of the era certainly were thrilled with Henie and their introduction to figure skating. The film soon grossed $2 million and made Henie a household name.