Women’s professional tennis matches have three of them

SETS

In tennis, these are the divisions of a match where the first player to win six games (with a two-game lead) takes one.

In women’s professional tennis, matches are typically played best-of-three, meaning the first player to win two sets claims the victory. The clue hints at this structure by asking for what comes in threes—here, "sets" refers to the divisions of the match, not the equipment or skill. It’s a straightforward definition with no wordplay, just a fact about how the sport is scored at the pro level.