On 3 December 2009 the Australian Labor Party caucus elected Keneally to replace Nathan Rees as leader of the parliamentary party and she became the first woman Premier of the State of New South Wales . In August 2009 , Keneally was alleged to be one of the names being put forward in a challenge to wrest the leadership from NSW Premier Nathan Rees . Keneally responded to the accusations by stating : `` He ( Nathan Rees ) has my support ( as Premier ) '' and it was reported that she insisted she would never be Premier of New South Wales , something that was continuously disputed in the media .