The name for a female hero is Heroine.
Though it can be confused with the drug Heroin.
I assure you they are completely different things.
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In English there are no masculine or feminine forms. English uses gender specific nouns for male or female.
The noun 'hero' is a gender specific noun for a male.
The noun 'heroine' is a gender specific noun for a female.
It should be noted, however, that many gender specific nouns for females are being supplanted by using the gender specific noun for males as common gender or gender neutral nouns. Today the noun 'hero' is used for a male or a female.
Heroine