As it turns out, females have already had a few successes in triple crown wins: From a story on Sport List of the Day:
Fillies are female horses usually under the age of four, but for the sake of horse racing, that limit is pushed up a year to five. Adult female horses are called mares.
Compared to the number of colts, very few fillies have raced in the Derby or the two Stakes, and even fewer have won. The number of filly entrants for each are noted below along with the winners.
Rachel Alexandra was the last filly to win any of the three races she won the Preakness in 2009. In 2007, Rags to Riches won the Belmont.
To their credit, female jockeys do not get a weight allowance. It is the only sport I know of where a level playing field is tolerated. (I.e. no races for female jockeys only.)
ML/NJ