What is a female duke called?

No, the Word duke is a gender noun for a male; the gender noun for a female is duchess.

Additional information: On rare occasions a woman can hold the title in her own right (as opposed to being married to a Duke) and can be called a Duke as well. Since titles pass to the oldest son if there is one this is rarely relevant. Currently all but one dukedom are held by men. The remaining one, Lancaster, is held by the Queen, who is the Duke (not Duchess) of Lancaster.