In France, Louis IX ( future Saint Louis ) made mandatory in 1264 that people should be executed by someone of the same sex, a person chosen among the people ( sometime designated, sometime a volunteer or " elected " ). So technically there should have been female executioners available for women sentenced to death. However no execution have been reported to be carried by a woman according to Frédéric Armand in his book Executioners in France : From the Middle Ages to the abolition of death penalty .

So legally it was possible and even an obligation though in reality it seems not to have happened.

I cannot speak for other countries.