While Williams was working at I. Magnin, she was contacted by Billy Rose's assistant and asked to audition as a replacement for Eleanor Holm in his Aquacade show. Williams impressed Rose and she got the role. The Aquacade was part of the Golden Gate International Exposition, and Williams was partnered with Olympic swimmer and "Tarzan" star Johnny Weissmuller, who, Williams wrote in her autobiography, repeatedly tried to seduce her. Despite this, Williams remained with the show until it closed on September 29, 1940. Williams had planned to compete in the 1940 Summer Olympics but it was cancelled because of the outbreak of World War II.