Yes, though rarely.

In Josephus' Antiquities (18.79f), we hear of "the freedwoman of a Roman eques who, in league with the priests of a temple of Isis in Rome, had helped him to deceive the woman he longed for, was crucified under Tiberius along with the priests of the Egyptian goddess, who were not Roman citizens but only peregrini" (Hengel, Crucifixion, 1977, pp. 60).

And we know of a certain Blandina, who, during the persecutions of Christians in Lyons (ca. 177) was crucified upside-down, and scourged naked (though this is might be a pious embellishment or invention, there is no reason to disbelieve the essence of it), this is found in Eusebius (H.E. V.1.55.)

Relatedly, Herodotus recounts (4.202.1 and 9.120.4) the female relations/spouses of crucified victims being killed before them in their sight, as part of the punishment.

Edit Crucifixion was regarded, particularly by Romans, as a uniquely hideous form of punishment, (Cicero describes it as the summum supplicium, from In Verrem 2.5.168), and therefore unsurprisingly there exists a paucity of references in our sources. Many of the references we have of it from Romans (Seneca can be taken as typical in this case, considering it an abomination, Dialogue 5 3.6) evince extreme aversion to the subject-matter. According to Hengel (Ibid., pp. 23), Romans tended to downplay their own use of crucifixion--though at times their own employment could be famously excessive, e.g. Varus crucifying 2000 around Jersualem (Assum. of Moses 8.9)--and attribute it more to barbarians.

This is important to consider when looking for instances of female victims of crucifixion, because, given how our sources already demonstrate an aversion from talking about crucifixion, we might further add that they had a heightened distaste for the practice being employed against women, and so might have been glossed over these occurrences even further. This might explain the tremendous scarcity of references to women being crucified, though, in all likelihood, it is probably fair to say that women were crucified in an extreme minority of instances.

More, on account of boredom

Crucifixion was typically employed against usurpers, the seditious, rebellious vassals/slaves, as far back as Plato's time (Gorgias 473bc). For Plautus, slaves had been executed on the cross ‘from time immemorial’, and Cicero remarks that slaves suspected of rebellion were handed over for crucifixion more maiorum (In Verrem II.5.12). Livy (22.32.2) says that in 217 BC 25 slaves were crucified for conspiracy, and further examples abound.

Due, then, to the nature of the punishment, it further rendered it unlikely that women would be reasonable candidates for crucifixion--given the patriarchal and social climate of Antiquity, women would hardly have occupied positions of vassalship, or roles in political/military coups and rebellions, and women would hardly have been involved, actively, and clearly culpably, in acts of rebellion. Note carefully that the two examples of female crucifixion I gave did involve some elements of sedition/rebellion, and Blandina was a slave, the other a freedwoman (i.e. an ex-slave).

Saint Julia (sainte Julia de Carthage) was crucified in the 5th century. According to Alban Butler's the Lives of Saints [1], she was sentenced by a slighted pagan ruler of Corsica to hang upon the patibulum (horizontal beam of the Cross) until death. Of further interest is the symbolic manner in which she was dragged to the cross--by her hair [2]. Her martyrdom is illustrated in Hieronymus Bosch's The Crucifixion of St Julia.

1: Alban Butler, The Lives of Saints, vol. V, entry for May 23. Available here. The original source is Victor Vitensis' Historia persecutionis Africanae Provinciae, temporibus Geiserici et Hunirici regum Wandalorum.

2: Roberta Milliken, Ambiguous Locks: An Iconology of Hair in Medieval Art and Literature, p. 217. Google Books Link