The search for differences between the brains of men and women has a long and rather confusing history. Any structural differences are small, and their significance is controversial. The one rock-solid finding is that men's brains are slightly bigger on average. Then again, men are slightly bigger on average in general.
A new paper just out from Tomasi and Volkow (of cell-phones-affect-brain fame) offers, on the face of it, extremely strong evidence for a gender difference in the brain, not in structure but in function: Gender Differences in Brain Functional Connectivity Density.