The powerful pressures of sexual and natural selection associated with species recognition and reproduction are thought to manifest in a faster rate of evolution in sex-biased genes, an effect that has been documented particularly for male-biased genes expressed in the reproductive tract. However, little is known about the rate of evolution for genes involved in sexually dimorphic behaviors, which often form the neurological basis of intrasexual competition and mate choice. We used microarray data, designed to uncover sex-biased expression patterns in embryonic chicken brain, in conjunction with data on the rate of sequence evolution for >4,000 coding regions aligned between chicken and zebra finch in order to study the role of selection in governing the molecular evolution for sex-biased and unbiased genes. Surprisingly, we found that female-biased genes, defined across a range of cutoff values, show a higher rate of functional evolution than both male-biased and unbiased genes. Autosomal male-biased genes evolve at a similar rate as unbiased genes. Sex-specific genomic properties, such as heterogeneity in genomic distribution and GC content, and codon usage bias for sex-biased classes fail to explain this surprising result, suggesting that selective pressures may be acting differently on the male and female brain.