Sex and individual differences are important considerations when studying cocaine responsiveness. We have previously shown that male Sprague–Dawley (S–D) rats can be classified as low or high cocaine responders (LCRs or HCRs, respectively) based on their locomotor activity following a single dose of cocaine (10 mg/kg, i.p.). Further, this distinction was found to predict dopamine transporter function, cocaine-induced locomotor sensitization, cocaine conditioned place preference and motivation to self-administer cocaine. Here we investigated whether or not individual differences in cocaine-induced locomotor activity and locomotor sensitization exist in female S–D rats. Female rats exhibited a broad range of locomotor activation following either a 5 or 10 mg/kg cocaine injection, allowing for classification as LCRs or HCRs. When administered over 7 days, both doses induced locomotor sensitization in female LCRs/HCRs. However, the magnitude of effects produced by 5 mg/kg cocaine in female LCRs/HCRs was more comparable to that produced by 10 mg/kg in male LCRs/HCRs, both of which, interestingly, developed sensitization in this study. These findings suggest that female S–D rats, like male S–D rats, can be classified as LCRs/HCRs and highlight the importance of accounting for dose when studying sex and individual differences to the effects of cocaine.