There are some differences and MRI studies can predict someone's sex with better than random confidence by looking at the brain.

However, one should keep in mind that these are after all just averages and statistical models.

There is no "typical female brain" or "typical male brain". There is an average with a distribution and even outliers.

People like to pretend that this means that females or males have different/worse brains and are offended when statistics produce bimodal effects.