Lilith Lorraine began publishing in the 1940s with Different, a periodical mainly devoted to fantastic fiction that also included science fiction. She began to also publish Challenge in the 1950s in Rogers, Arkansas, U.S.A. The subtitle for the publication was "The Poetry of the Atomic Age", and the focus was entirely on science fiction and weird fantasy poetry. Challenge is credited as the first poetry periodical devoted to a specific genre. Issue three was released in Winter 1950. Issue 4 came out in Spring 1951. It was then absorbed into Lorraine's existing publication Different, and she went on to also publish Flame.
Contributing artists included Ralph Rayburn Phillips providing cover art and illustrations. Writers contributing included Earle Franklin Baker, R. J. Banks (Utopian), Tom Covington, Isabelle E. Dinwiddle, Alan Donovan, Dariell Dunay, Vera L. Eckert, W. Paul Ganley (as Toby Duane), Clive Jackson, John W. Jakes, Vera Bishop Konrick, Orma McCormick (Starlanes), Edith Ogutsch, Anton Reeds, Lillian Roberts, Emili A. Thompson, Evelyn Thorne, Michael Wolf, and Clark Ashton Smith.