In Antiquities of the Jews, the ancient historian Josephus reported an incident where the Emperor Tiberius explicitly ordered a woman to be crucified:
Mundus had a freedwoman, who had been made free by his father, whose name was Ide, one skillful in all sorts of mischief ... Tiberius inquired into the matter thoroughly by examining the priests about it, and ordered them to be crucified, as well as Ide, who was the occasion of their perdition. (18:3)
More generally, the Romans often crucified slaves en masse. While reports usually neglect to mention gender, in many cases women are thought to have been among the victims. A common situation stems from the collective punishments prescribed by Roman law: if a slave killed their master, all slaves in the household would be crucified.
Up to the time of Nero, in Rome the collective execution of all slaves on the premises where one slave had killed the master seems to have been undisputed. Under this emperor, in 61 C.E., a minority of the Senate in vain attempted to prevent a crucifixion of 400 slaves of the household of Pedanius Secundus, the prefect of Rome.
- Barth, Markus, and Helmut Blanke. The letter to Philemon: A new translation with notes and commentary. Wm. B. Eerdmans Publishing, 2000.
In the case of Lucius Pedanius Secundus specifically, we may deduce that women were among those crucified because gender was one of the arguments raised in support of clemency. Since we are told that tradition prevailed and all of the former Consul's slaves were crucified, it appears women (as well as children) must have been among the victims of the mass execution.
The near-contemporary historian Publius Cornelius Tacitus writes in his Annals that:
[C]lamorous voices rose in reply from all who pitied the number, age, or sex, as well as the undoubted innocence of the great majority. Still, the party which voted for their execution prevailed. (14:45)
Moreover, the fact that they were voted down on the grounds of tradition reveals that crucifixion of at least slave women were relatively routine.
Another infamous example is Crassus's crucifixion of recaptured slaves after the Third Servile War.
Crassus had the rebels crucified along 'the whole road to Rome from Capua, as the ancient sources say ... They might have included women as well as men, since Roman justice did provide for the crucifixion of women. The Romans even crucified dogs in an annual ritual.
- Strauss, Barry. The Spartacus War. Simon and Schuster, 2009.
Note that even Roman citizens could and have been crucified, even though they're usually exempt. Crimes such as treason void the protection of citizenship in the first place. Moreover, theoretical rights amount to little if those in power and/or popular opinion did not wish or care to uphold them, and it is not altogether clear if any law actually forbids Roman citizens from being crucified.