Set shifting provokes specific alterations of cerebral hemodynamics in basal cerebral arteries. However, no gender differences have been reported. In the following functional transcranial Doppler study, we introduced cerebral hemodynamic modulation to the aspects of set shifting during Wisconsin Card Sorting Test (WCST). Twenty-one subjects underwent the WCST during insonation of the middle cerebral arteries. We examined gender effects on task performance and cerebral hemodynamic modulation. Further, we investigated the linkage between performance and cerebral hemodynamic modulation. In females, maximum positive modulation was restricted to the behaviorally relevant time point of set shifting, and there were time-locked associations between mental slowing during set shifting and rapid cerebral hemodynamic modulation exclusively in females. This study provides evidence of gender-related cerebral hemodynamic modulation during set shifting, and we detected time-locked brain-behavior relationship during cognitive control in females.