This is not my area of research, but your question did spark my curiosity.

This article (looks like it was originally published in Scientific American) claims that:

Although the reasons women live longer than men may change with time, it seems likely that women have been outliving men for centuries and perhaps longer. Even with the sizable risk conferred by childbirth, women lived longer than men in 1900, and it appears that women have outsurvived men at least since the 1500s, when the first reliable mortality data were kept. Sweden was the first country to collect data on death rates nationally; in that country's earliest records, between 1751 and 1790, the average life expectancy at birth was 36.6 years for women and 33.7 years for men.

However, the authors don't really expound upon what prompted them to make that claim, aside from perhaps Swedish record keeping data from the mid-18th century.

I dug around and found an overview of the Swedish study, here. Most of the sources I'm turning up reference it as one of the earliest attempts to chart this kind of demographic data, and you could certainly extrapolate some of the criteria cited below for pre-industrialized Europe prior to 1750:

The population was chiefly engaged in farming in a society characterized by a rigid, hierarchical class system. The income of the majority of the population was low, approximating that of less industrialized countries today. The wealthy elite had more material goods, but their health and life expectancy was little different than that of the masses. The average life expectancy for men was only 34.2 years, and that for women was 37.6. The population in 1750 totaled 1.7 million people, who suffered from repeated infectious diseases such as whooping cough, smallpox, measles, and related infections. The country was subject to periodic famine and the infant mortality was high.

It seems that if a female were able to survive childhood and make it to the age of reproductive viability, AND successfully survive childbirth, she could expect to live, on average, about 3 years longer than a male born at the same time as she.

Of course, the average age we're talking about here is still pretty young.

This paper references a Finnish study that starts its record keeping in 1751 (warning: PDF). Table 2 (no page numbers, dammit) gives a comparison between Sweden and England broken down by gender:

Table 2. Kannisto, Nieminen, and Turpeinen, 1999

And finally, there's this paper (again, it's a PDF) that looks at life expectancy data for males and females in England from 1500-1790, specifically members of the royal classes, which should give you an idea of how the other half was doing:

Figure 1a & 1b. David, Johanson, and Pozzi, 2010

I've gotta cut it here, my ride just showed up! Hope this helps!