In various regions of the world, there is great concern about existing gender differences, which could affect opportunities for economic growth, and how to mitigate them. Entrepreneurship is of great importance to the economy and in a global society, and it is a hot topic for interested public decision makers due to its growing importance in economic activity—as it creates jobs, increases competitiveness and modernizes the economy. Sustainability is also a critical topic when designing the future economy, and combining female entrepreneurship with sustainability results in a very interesting topic to be evaluated when pursuing sustainable development. This paper tries to shed light on the relationship between female entrepreneurship and sustainability by analyzing 28 different papers from the Web of Science (WoS) database. Its main conclusion supports the idea that awareness of women is relevant to sustainability when starting a new company. However, further research is required due to the novelty of the topic and also the existing gaps in knowledge.