Ride Like a Girl is an emotional journey through the odds jockey Michelle Payne had to beat to win the 2015 Cup on 100-1 outsider Prince of Penzance, becoming the first woman in the race's 155-year history to do so.

"I want to bring men to this and make them cry, and have them walk in the shoes of a girl trying to make it in a man's world," Rachel Griffiths told AAP.

Payne has been outspoken about the "chauvinistic" nature of the sport and, from the opening scene, it's clear Australian actress turned director Griffiths' debut film is a feminist statement.

In the scene, Payne is asked what kind of jockey she wants to become. Without hesitating, she says she just wants to win the Melbourne Cup.

The film closes with a snippet of Payne's real-life post-race interview: "I just want to say to everyone else that they can get stuffed if they think that women aren't strong enough, because we just beat the world."

Beyond the screen, Payne wants others to aim high even when it feels hopeless.

"There were so many times in my life, it seemed like I was wasting my time. But I had this strong belief that I wasn't going to get there if I didn't persist," Payne told AAP.

It's these messages Griffiths hopes sticks with audiences after they leave the cinema.

"I really hope that 'like a girl' stops meaning something negative ... that doing something like a girl can mean winning and can mean doing something with excellence at a world-class level."

But animal activists who protested the film's premiere in Melbourne on Sunday say animal cruelty is the film's real message hidden behind triumphs over gender inequality and disability.

Griffiths and Payne are unfazed.

"There was 10 of them," Griffiths said.

"It's like militant vegans turning up at the Botanical Gardens on Christmas Day yelling at people for enjoying their ham."

Griffiths says she's sure the protesters won't overshadow Payne's historic achievement.

But to her, Michelle isn't the only feminist hero in the film with Payne's father Paddy an unwavering symbol of support.

"It's no coincidence that it took a father like that to have a daughter to be the one to win the Melbourne Cup, because from one year old, she was told that the girls can be as good as the boys, they just needed the opportunities," Griffiths said.

Michelle's closest sibling Stevie was Prince of Penzance's strapper and stars as himself alongside Sam Neill, who plays Paddy and Teresa Palmer as Michelle in the movie, which opens on September 26.

Australian Associated Press