The long-standing paradigm of Maxwell's demon is till nowadays a frequently investigated issue, which still provides interesting insights into basic physical questions. Considering a single-electron transistor, where we implement a Maxwell demon by a piecewise-constant feedback protocol, we investigate quantum implications of the Maxwell demon. To this end, we harness a dynamical coarsegraining method, which provides a convenient and accurate description of the system dynamics even for high measurement rates. In doing so, we are able to investigate the Maxwell demon in a quantumZeno regime leading to transport blockade. We argue that there is a measurement rate providing an optimal performance. Moreover, we find that besides building up a chemical gradient, there can be also a regime where the feedback loop additionally extracts energy, which results from the energy nonconserving character of the projective measurement.