Background: Cognitive impairment is one of the core symptoms of schizophrenia patients. There are often various differences in the efficacy of different antipsychotics in the treatment of cognitive impairment by sex. The purpose of this study was to explore whether there are gender differences in the association between serum BDNF levels and cognitive performance in patients with schizophrenia taking different antipsychotics. Methods: We used Repeatable Battery for the Assessment of Neuropsychological Status (RBANS) to assess the cognitive function of three groups of schizophrenia patients (420 on clozapine, 183 on risperidone, 215 on typical antipsychotic drugs) and 467 healthy controls. Positive and Negative Syndrome Scale (PANSS) was used to assess schizophrenia symptoms of patients. Enzyme-Linked ImmunoSorbent Assay was used to measure serum brain-derived neurotrophic factor (BDNF) levels. Results: Among the patients taking clozapine and typical antipsychotic drugs, the RBANS total score, immediate memory, attention, and delayed memory subscores in females were higher than those in males (all p < 0.05). The RBANS total score and the delayed memory subscores in female patients taking risperidone were higher than those in male patients (all p < 0.05). Significant correlation between BDNF and cognition only existed in male patients taking clozapine, male patients taking risperidone, and male and female patients taking typical antipsychotic drugs (all p < 0.05). Conclusion: Regardless of antipsychotic effect, the cognitive function of female patients is better compared to that of male patients. For male patients, the association between BDNF and cognitive performance exists in each medication group. For female patients, this significant association was only shown in the typical antipsychotic group, but not in the clozapine and risperidone groups.