Moving away from some of the more obvious examples which are easily googled (and focusing on Africa, which gets far too little attention on History SE), consider Queen Amina of the Hausa state of Zazzau (in what is now northern Nigeria).
Information on her comes mostly (but not exclusively) from the Kano chronicle. Leaving aside more legendary accounts, this 16th century queen ruled for over 30 years, and personally fought and led armies, greatly expanding her realm at the expense of Kwararafa and the Nupe. She was also oversaw the construction of defensive walls for towns. What perhaps marks her out from other female military leaders such as Amanirenas of Kush, Anan Nzinga of Ndongo and Matamba, Artemisia I of Caria or even Tomyris (who defeated Cyrus the Great, according to Herodotus) is that her military success was apparently largely sustained throughout her 30+ year reign.
After her death, her military successes were not repeated by her successors who soon lost out to the resurgent Kwararafa.
Queen Mawiyya of the Tanukhids
Mawiyya (reigned 375 to 425) was an Arab queen who achieved a series of notable victories over the Roman Empire during the time of the emperor Valens. She was also able to dictate the peace terms which followed a major victory in open battle. Mawiyya, unlike the better known Zenobia of Palmyra, often commanded herself and was also more successful.
The Tanukhid Mawiyya (sometimes known as Mavia or Mania, the latter not to be confused with JLK's answer) led semi-nomadic Arabs in revolt following an attempt by Rome to impose a bishop they did not want. The following excerpts are from Warwick Ball, Rome in the East: The Transformation of an Empire (2000) and are based on contemporary and near-contemporary accounts.
Mawiyya...proceeded to strike hard at vulnerable Roman positions.
Her raids extended deep into Palestine and even Egypt as far as the
Nile. They had a deadly effect on the Romans….who were entirely lost
in a desert war which could be fought on Mawiyya’s terms.
...But it was not only in desert warfare that Mawiyya’s forces were able
to better the Romans….an initial force…commanded by the Roman governor
of Phoenicia and Palestine, was defeated. Victorious in the desert and
in open battle, Mawiyya met success in the towns as well....
Constantinople sent sent another force, this time led by the Roman
military commander of the East himself….The two forces met in battle
with Queen Mawiyya taking command in person. Mawiyya proved herself as
good a field tactician as she was a political leader….The result was a
Roman defeat.
Other sources:
H. J. Fisher, 'The eastern Maghrib and the central Sudan' in 'The Cambridge History of Africa' (J.D. Fage & R. Oliver, eds.)
Greg Fisher, 'Mavia, queen' in The Encyclopedia of Ancient History